+1,664.3%
FLUT vs SPG
+1,918.8%
-254.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | +0.2% |
| 7D | -6.5% | +5.1% | -11.6% | -6.8% |
| 30D | +2.8% | +16.8% | -14.1% | +1.6% |
| 3M | -13.5% | +5.7% | -19.1% | -13.8% |
| 6M | -19.0% | +17.8% | -36.8% | -20.0% |
| YTD | -61.9% | +30.1% | -92.0% | -62.7% |
| 1Y | -63.2% | +32.8% | -96.0% | -64.1% |
| 3Y | -46.0% | +137.2% | -183.2% | -49.2% |
| 5Y | -51.8% | +81.5% | -133.2% | -54.2% |
| 10Y | -26.1% | +116.5% | -142.6% | -31.7% |
| All | +1,664.3% | +1,918.8% | -254.5% | +1,385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling