-49.8%
FLUT vs SITM
+73.6%
-123.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.3% |
| 7D | -0.7% | +6.6% | -7.3% | -1.6% |
| 30D | +9.3% | -15.3% | +24.6% | +10.7% |
| 3M | -17.5% | -35.4% | +17.9% | -13.9% |
| 6M | -14.6% | -46.8% | +32.2% | -9.9% |
| YTD | -62.3% | +25.9% | -88.1% | -66.7% |
| 1Y | -59.6% | +54.0% | -113.6% | -65.8% |
| 3Y | -45.3% | +315.6% | -360.9% | -65.1% |
| All | -49.8% | +73.6% | -123.4% | -67.2% |
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