-50.6%
FLUT vs SRE
+48.6%
-99.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | -2.6% | +1.5% | -4.1% | -2.9% |
| 30D | +5.4% | +0.8% | +4.5% | +4.9% |
| 3M | -10.8% | -5.8% | -5.0% | -9.7% |
| 6M | -9.2% | -7.8% | -1.4% | -7.8% |
| YTD | -53.8% | -2.4% | -51.5% | -54.0% |
| 1Y | -66.0% | +8.9% | -74.9% | -67.3% |
| 3Y | -44.7% | +31.1% | -75.7% | -50.4% |
| 5Y | -50.6% | +48.6% | -99.2% | -58.5% |
| All | -50.6% | +48.6% | -99.2% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling