-10.9%
FLUT vs SITM
+4,532.8%
-4,543.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -3.6% | +4.8% | -8.4% | -4.0% |
| 30D | -0.3% | -9.7% | +9.4% | +0.4% |
| 3M | -12.6% | -9.3% | -3.3% | -13.0% |
| 6M | -8.0% | +69.5% | -77.5% | -15.6% |
| YTD | -54.1% | +70.5% | -124.6% | -58.3% |
| 1Y | -66.1% | +145.3% | -211.4% | -70.7% |
| 3Y | -45.0% | +432.8% | -477.8% | -58.0% |
| 5Y | -51.2% | +174.0% | -225.2% | -62.4% |
| All | -10.9% | +4,532.8% | -4,543.7% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling