+1,685.4%
FLUT vs SUI
+1,281.7%
+403.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +4.8% | +8.8% | -4.0% | +4.2% |
| 30D | +8.8% | +8.9% | -0.1% | +8.2% |
| 3M | -10.7% | +2.0% | -12.7% | -10.8% |
| 6M | -19.7% | -0.6% | -19.1% | -19.7% |
| YTD | -61.4% | +1.3% | -62.8% | -61.5% |
| 1Y | -61.6% | +1.3% | -62.9% | -61.7% |
| 3Y | -51.4% | +16.3% | -67.7% | -52.0% |
| 5Y | -51.0% | -25.1% | -26.0% | -50.9% |
| 10Y | -25.2% | +121.1% | -146.2% | -26.6% |
| All | +1,685.4% | +1,281.7% | +403.7% | +1,592.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling