+1,780.1%
FLUT vs SGI
+2,083.6%
-303.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.2% |
| 7D | -1.6% | +8.5% | -10.2% | -2.1% |
| 30D | +7.7% | +0.7% | +7.1% | +7.7% |
| 3M | -0.7% | +0.6% | -1.3% | -0.8% |
| 6M | -11.2% | -17.9% | +6.8% | -10.3% |
| YTD | -53.4% | -21.2% | -32.3% | -52.9% |
| 1Y | -65.8% | -18.9% | -46.9% | -65.4% |
| 3Y | -44.9% | +52.6% | -97.6% | -46.3% |
| 5Y | -49.7% | +60.7% | -110.4% | -51.6% |
| 10Y | -9.7% | +278.1% | -287.8% | -15.7% |
| All | +1,780.1% | +2,083.6% | -303.5% | +1,514.0% |
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 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