-51.0%
FLUT vs SUI
-26.3%
-24.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.1% |
| 7D | -1.1% | +6.2% | -7.3% | -3.0% |
| 30D | +7.7% | +8.6% | -0.9% | +4.8% |
| 3M | -12.2% | +1.0% | -13.2% | -12.5% |
| 6M | -17.6% | -2.6% | -15.0% | -17.0% |
| YTD | -62.0% | -0.1% | -61.9% | -62.1% |
| 1Y | -62.3% | +0.5% | -62.7% | -62.5% |
| 3Y | -52.0% | +15.3% | -67.2% | -55.6% |
| All | -51.0% | -26.3% | -24.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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