-10.4%
FLUT vs SFM
+280.6%
-291.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | -1.2% |
| 7D | -2.6% | -7.2% | +4.6% | -2.2% |
| 30D | +5.4% | -14.3% | +19.7% | +6.2% |
| 3M | -10.8% | -13.7% | +3.0% | -10.2% |
| 6M | -9.2% | -6.0% | -3.2% | -9.1% |
| YTD | -53.8% | -8.2% | -45.6% | -53.7% |
| 1Y | -66.0% | -46.2% | -19.7% | -65.2% |
| 3Y | -44.7% | +83.6% | -128.2% | -43.0% |
| 5Y | -50.6% | +212.7% | -263.3% | -48.7% |
| 10Y | -10.4% | +273.0% | -283.4% | -3.0% |
| All | -10.4% | +280.6% | -291.0% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling