-49.2%
FLUT vs SFM
+219.5%
-268.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.3% |
| 7D | +3.8% | -5.8% | +9.6% | +4.4% |
| 30D | +6.3% | -11.4% | +17.6% | +7.5% |
| 3M | -4.0% | -12.2% | +8.1% | -3.0% |
| 6M | -10.3% | -5.2% | -5.1% | -10.2% |
| YTD | -53.2% | -4.5% | -48.7% | -53.2% |
| 1Y | -65.0% | -45.4% | -19.7% | -63.4% |
| 3Y | -43.9% | +91.1% | -135.0% | -41.4% |
| 5Y | -49.2% | +226.8% | -276.0% | -43.7% |
| All | -49.2% | +219.5% | -268.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling