+2,054.3%
FLUT vs SPG
+1,695.3%
+358.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -2.4% | +0.7% | -1.5% |
| 30D | +7.7% | -6.8% | +14.6% | +8.3% |
| 3M | -0.7% | +2.7% | -3.4% | -0.9% |
| 6M | -11.2% | +5.5% | -16.6% | -11.5% |
| YTD | -53.4% | +15.7% | -69.2% | -54.0% |
| 1Y | -65.8% | +20.9% | -86.6% | -66.3% |
| 3Y | -44.9% | +112.4% | -157.3% | -47.7% |
| 5Y | -49.7% | +101.4% | -151.0% | -52.3% |
| 10Y | -9.7% | +60.6% | -70.4% | -15.3% |
| All | +2,054.3% | +1,695.3% | +358.9% | +1,729.7% |
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