-50.6%
FLUT vs SITM
+164.5%
-215.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.2% |
| 7D | -2.6% | +3.7% | -6.3% | -3.1% |
| 30D | +5.4% | -14.5% | +19.9% | +7.2% |
| 3M | -10.8% | -10.6% | -0.2% | -11.2% |
| 6M | -9.2% | +65.5% | -74.7% | -20.0% |
| YTD | -53.8% | +67.0% | -120.8% | -59.9% |
| 1Y | -66.0% | +138.6% | -204.6% | -72.7% |
| 3Y | -44.7% | +421.8% | -466.5% | -64.4% |
| 5Y | -50.6% | +172.4% | -223.0% | -68.7% |
| All | -50.6% | +164.5% | -215.1% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling