-9.2%
FLUT vs SPG
+61.5%
-70.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +6.3% | -4.9% | +11.2% | +7.0% |
| 3M | -4.0% | +3.3% | -7.4% | -4.4% |
| 6M | -10.3% | +11.2% | -21.5% | -11.5% |
| YTD | -53.2% | +17.1% | -70.2% | -54.2% |
| 1Y | -65.0% | +21.6% | -86.6% | -66.0% |
| 3Y | -43.9% | +111.9% | -155.8% | -48.5% |
| 5Y | -49.2% | +106.9% | -156.2% | -53.7% |
| 10Y | -9.2% | +62.2% | -71.4% | -21.4% |
| All | -9.2% | +61.5% | -70.7% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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