-9.6%
FLUT vs SITM
+4,608.4%
-4,618.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -2.8% |
| 7D | -1.6% | +9.7% | -11.4% | -2.5% |
| 30D | +7.7% | +12.7% | -4.9% | +5.8% |
| 3M | -0.7% | -13.4% | +12.7% | -0.7% |
| 6M | -11.2% | +59.6% | -70.8% | -18.0% |
| YTD | -53.4% | +73.3% | -126.7% | -57.7% |
| 1Y | -65.8% | +165.5% | -231.3% | -70.6% |
| 3Y | -44.9% | +368.7% | -413.6% | -57.5% |
| 5Y | -49.7% | +172.5% | -222.2% | -61.3% |
| All | -9.6% | +4,608.4% | -4,618.0% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling