-52.0%
FLUT vs SFM
+18.5%
-70.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.8% | +3.3% | -0.7% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | +7.7% | -24.8% | +32.5% | +12.2% |
| 3M | -12.2% | -43.7% | +31.5% | -3.8% |
| 6M | -17.6% | -37.3% | +19.7% | -11.9% |
| YTD | -62.0% | -38.4% | -23.6% | -59.4% |
| 1Y | -62.3% | -36.9% | -25.3% | -59.9% |
| 3Y | -52.0% | +20.7% | -72.6% | -43.7% |
| All | -52.0% | +18.5% | -70.5% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling