-21.1%
FLUT vs SEI
+605.9%
-627.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -1.0% |
| 7D | -0.7% | +10.5% | -11.2% | -1.3% |
| 30D | +9.3% | -8.0% | +17.3% | +9.3% |
| 3M | -17.5% | +6.7% | -24.2% | -18.7% |
| 6M | -14.6% | -17.0% | +2.4% | -15.0% |
| YTD | -62.3% | +39.7% | -101.9% | -64.5% |
| 1Y | -59.6% | +43.2% | -102.8% | -62.2% |
| 3Y | -45.3% | +676.3% | -721.6% | -58.0% |
| 5Y | -50.4% | +891.0% | -941.4% | -63.1% |
| All | -21.1% | +605.9% | -627.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling