+2,054.3%
FLUT vs SRE
+1,754.0%
+300.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +7.7% | -0.7% | +8.5% | +7.7% |
| 3M | -0.7% | -6.3% | +5.6% | -0.2% |
| 6M | -11.2% | -10.7% | -0.5% | -10.4% |
| YTD | -53.4% | -3.5% | -50.0% | -53.4% |
| 1Y | -65.8% | +5.3% | -71.1% | -66.0% |
| 3Y | -44.9% | +31.8% | -76.7% | -46.5% |
| 5Y | -49.7% | +47.4% | -97.1% | -51.4% |
| 10Y | -9.7% | +120.6% | -130.3% | -15.2% |
| All | +2,054.3% | +1,754.0% | +300.3% | +1,655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling