-49.2%
FLUT vs SGI
+61.8%
-111.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +3.8% | +9.3% | -5.5% | +1.0% |
| 30D | +6.3% | +6.9% | -0.6% | +4.2% |
| 3M | -4.0% | +2.8% | -6.9% | -5.4% |
| 6M | -10.3% | -12.6% | +2.3% | -7.8% |
| YTD | -53.2% | -21.5% | -31.6% | -50.4% |
| 1Y | -65.0% | -18.8% | -46.3% | -63.5% |
| 3Y | -43.9% | +60.8% | -104.7% | -53.3% |
| 5Y | -49.2% | +60.0% | -109.3% | -59.0% |
| All | -49.2% | +61.8% | -111.1% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling