-43.9%
FLUT vs SRE
+33.0%
-76.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.3% |
| 7D | +3.8% | +1.4% | +2.4% | +3.5% |
| 30D | +6.3% | +1.9% | +4.4% | +5.7% |
| 3M | -4.0% | -3.3% | -0.8% | -3.5% |
| 6M | -10.3% | -6.4% | -3.9% | -9.3% |
| YTD | -53.2% | -1.8% | -51.3% | -53.4% |
| 1Y | -65.0% | +10.7% | -75.8% | -66.6% |
| 3Y | -43.9% | +31.8% | -75.7% | -49.0% |
| All | -43.9% | +33.0% | -76.9% | -49.0% |
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 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