-6.4%
SAP vs FLUT
-62.4%
+56.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +11.1% | +7.7% | +3.4% | +8.8% |
| 3M | +17.0% | -12.2% | +29.2% | +19.9% |
| 6M | +34.8% | -17.6% | +52.4% | +39.7% |
| YTD | -2.2% | -62.0% | +59.8% | +7.2% |
| 1Y | -6.4% | -62.3% | +55.8% | +2.5% |
| All | -6.4% | -62.4% | +56.0% | +2.5% |
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