-10.4%
FLUT vs SGI
+263.3%
-273.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.6% | -1.1% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +5.4% | +5.5% | -0.2% | +4.7% |
| 3M | -10.8% | -3.6% | -7.2% | -10.5% |
| 6M | -9.2% | -15.0% | +5.8% | -7.7% |
| YTD | -53.8% | -23.0% | -30.8% | -52.5% |
| 1Y | -66.0% | -18.4% | -47.6% | -65.3% |
| 3Y | -44.7% | +57.8% | -102.4% | -47.9% |
| 5Y | -50.6% | +51.5% | -102.0% | -54.6% |
| 10Y | -10.4% | +275.2% | -285.6% | -20.8% |
| All | -10.4% | +263.3% | -273.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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