+2,067.0%
FLUT vs SIRI
+251.9%
+1,815.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.6% |
| 7D | +3.8% | +4.3% | -0.5% | +3.7% |
| 30D | +6.3% | -2.8% | +9.1% | +6.4% |
| 3M | -4.0% | +5.9% | -10.0% | -4.2% |
| 6M | -10.3% | +31.9% | -42.2% | -10.9% |
| YTD | -53.2% | +48.7% | -101.8% | -53.6% |
| 1Y | -65.0% | +23.2% | -88.3% | -65.3% |
| 3Y | -43.9% | -23.9% | -20.0% | -44.0% |
| 5Y | -49.2% | -43.4% | -5.8% | -49.2% |
| 10Y | -9.2% | -13.6% | +4.4% | -9.7% |
| All | +2,067.0% | +251.9% | +1,815.1% | +2,008.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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