-9.3%
FLUT vs SRE
+122.3%
-131.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +0.4% | -0.8% | +1.3% | +0.5% |
| 30D | +2.5% | -3.0% | +5.5% | +2.8% |
| 3M | -9.2% | -8.3% | -0.9% | -8.4% |
| 6M | -8.2% | -8.9% | +0.7% | -7.4% |
| YTD | -53.2% | -4.3% | -49.0% | -53.2% |
| 1Y | -65.6% | +2.7% | -68.3% | -65.9% |
| 3Y | -43.6% | +28.7% | -72.2% | -45.6% |
| 5Y | -50.3% | +47.1% | -97.4% | -52.4% |
| All | -9.3% | +122.3% | -131.6% | -11.9% |
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