-4.1%
SAP vs FLUT
-63.7%
+59.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +1.6% | -6.5% | +8.1% | +3.2% |
| 30D | +10.5% | +2.8% | +7.8% | +9.6% |
| 3M | +15.2% | -13.5% | +28.6% | +18.5% |
| 6M | +36.7% | -19.0% | +55.7% | +42.1% |
| YTD | -0.6% | -61.9% | +61.3% | +9.4% |
| All | -4.1% | -63.7% | +59.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling