+1,658.1%
FLUT vs SPG
+1,879.1%
-221.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -1.1% | +4.9% | -6.0% | -1.4% |
| 30D | +7.7% | +15.6% | -7.9% | +6.5% |
| 3M | -12.2% | +4.1% | -16.2% | -12.4% |
| 6M | -17.6% | +13.6% | -31.1% | -18.4% |
| YTD | -62.0% | +27.5% | -89.6% | -62.7% |
| 1Y | -62.3% | +32.2% | -94.5% | -63.1% |
| 3Y | -52.0% | +126.0% | -178.0% | -54.7% |
| 5Y | -51.8% | +74.7% | -126.5% | -54.1% |
| 10Y | -26.3% | +112.8% | -139.2% | -31.9% |
| All | +1,658.1% | +1,879.1% | -221.0% | +1,382.2% |
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 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