+1,439.4%
FLUT vs SGI
+1,794.5%
-355.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.9% |
| 7D | -1.2% | -10.7% | +9.5% | -0.5% |
| 30D | +5.0% | -3.6% | +8.6% | +5.2% |
| 3M | -16.4% | -5.4% | -11.0% | -16.1% |
| 6M | -14.6% | -7.0% | -7.5% | -14.3% |
| YTD | -61.9% | -31.6% | -30.3% | -61.1% |
| 1Y | -65.0% | -33.5% | -31.5% | -64.3% |
| 3Y | -44.8% | +66.5% | -111.3% | -46.3% |
| 5Y | -49.9% | +42.2% | -92.1% | -51.4% |
| 10Y | -26.1% | +320.9% | -347.0% | -30.6% |
| All | +1,439.4% | +1,794.5% | -355.1% | +1,233.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling