-9.3%
FLUT vs SU
+267.2%
-276.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +1.9% |
| 7D | +0.4% | +2.2% | -1.8% | +0.2% |
| 30D | +2.5% | +8.4% | -5.9% | +1.6% |
| 3M | -9.2% | +12.1% | -21.3% | -10.4% |
| 6M | -8.2% | +19.7% | -27.9% | -10.2% |
| YTD | -53.2% | +58.4% | -111.6% | -55.7% |
| 1Y | -65.6% | +67.2% | -132.8% | -67.6% |
| 3Y | -43.6% | +125.0% | -168.6% | -48.7% |
| 5Y | -50.3% | +355.1% | -405.4% | -57.0% |
| All | -9.3% | +267.2% | -276.5% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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