+1,449.6%
FLUT vs SGI
+1,862.0%
-412.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +1.0% |
| 7D | -1.5% | -3.9% | +2.5% | -1.3% |
| 30D | +3.4% | +0.9% | +2.5% | +3.3% |
| 3M | -12.5% | -2.9% | -9.6% | -12.3% |
| 6M | -18.5% | -9.0% | -9.5% | -18.1% |
| YTD | -61.6% | -29.2% | -32.5% | -60.9% |
| 1Y | -64.1% | -32.3% | -31.8% | -63.4% |
| 3Y | -44.5% | +72.4% | -116.9% | -46.0% |
| 5Y | -51.3% | +50.6% | -101.9% | -52.9% |
| 10Y | -25.6% | +335.2% | -360.8% | -30.3% |
| All | +1,449.6% | +1,862.0% | -412.4% | +1,238.8% |
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 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