-59.6%
FLUT vs SITM
+47.8%
-107.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -1.3% |
| 7D | -0.7% | +6.6% | -7.3% | -0.4% |
| 30D | +9.3% | -15.3% | +24.6% | +9.0% |
| 3M | -17.5% | -35.4% | +17.9% | -18.1% |
| 6M | -14.6% | -46.8% | +32.2% | -14.2% |
| YTD | -62.3% | +25.9% | -88.1% | -64.7% |
| 1Y | -59.6% | +54.0% | -113.6% | -63.6% |
| All | -59.6% | +47.8% | -107.4% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling