-59.6%
FLUT vs SPG
+33.2%
-92.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -0.7% | +2.0% | -2.7% | -1.1% |
| 30D | +9.3% | +17.2% | -8.0% | +6.0% |
| 3M | -17.5% | +6.3% | -23.8% | -19.3% |
| 6M | -14.6% | +18.7% | -33.3% | -15.5% |
| YTD | -62.3% | +30.1% | -92.4% | -62.5% |
| 1Y | -59.6% | +32.8% | -92.4% | -60.2% |
| All | -59.6% | +33.2% | -92.8% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling