-44.4%
FLUT vs SRE
+22.8%
-67.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.5% | -8.2% | +6.7% | +0.2% |
| 30D | +3.4% | -3.6% | +7.1% | +4.2% |
| 3M | -12.5% | -6.3% | -6.2% | -11.6% |
| 6M | -18.5% | -13.0% | -5.4% | -16.4% |
| YTD | -61.6% | -9.2% | -52.4% | -61.3% |
| 1Y | -64.1% | -13.1% | -51.0% | -63.3% |
| All | -44.4% | +22.8% | -67.2% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling