-26.1%
FLUT vs SPG
+117.3%
-143.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | +0.1% |
| 7D | -6.5% | +5.1% | -11.6% | -7.1% |
| 30D | +2.8% | +16.8% | -14.1% | +0.7% |
| 3M | -13.5% | +5.7% | -19.1% | -14.1% |
| 6M | -19.0% | +17.8% | -36.8% | -20.7% |
| YTD | -61.9% | +30.1% | -92.0% | -63.2% |
| 1Y | -63.2% | +32.8% | -96.0% | -64.6% |
| 3Y | -46.0% | +137.2% | -183.2% | -51.2% |
| 5Y | -51.8% | +81.5% | -133.2% | -56.2% |
| 10Y | -26.1% | +116.5% | -142.6% | -37.9% |
| All | -26.1% | +117.3% | -143.3% | -37.9% |
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