-49.2%
FLUT vs SPG
+106.4%
-155.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +6.3% | -4.9% | +11.2% | +8.4% |
| 3M | -4.0% | +3.3% | -7.4% | -5.3% |
| 6M | -10.3% | +11.2% | -21.5% | -14.4% |
| YTD | -53.2% | +17.1% | -70.2% | -56.4% |
| 1Y | -65.0% | +21.6% | -86.6% | -68.0% |
| 3Y | -43.9% | +111.9% | -155.8% | -59.5% |
| 5Y | -49.2% | +106.9% | -156.2% | -65.8% |
| All | -49.2% | +106.4% | -155.6% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling