-26.8%
FLUT vs SRE
+127.7%
-154.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -0.7% | +1.8% | -2.5% | -0.9% |
| 30D | +9.3% | -3.0% | +12.2% | +9.6% |
| 3M | -17.5% | -7.3% | -10.2% | -16.9% |
| 6M | -14.6% | -11.9% | -2.7% | -13.5% |
| YTD | -62.3% | -7.9% | -54.4% | -62.1% |
| 1Y | -59.6% | -11.1% | -48.5% | -59.2% |
| 3Y | -45.3% | +24.8% | -70.1% | -47.2% |
| 5Y | -50.4% | +52.4% | -102.8% | -52.4% |
| All | -26.8% | +127.7% | -154.5% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling