+3,119.1%
SAP vs FLUT
+1,658.1%
+1,461.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | +11.1% | +7.7% | +3.4% | +10.4% |
| 3M | +17.0% | -12.2% | +29.2% | +17.9% |
| 6M | +34.8% | -17.6% | +52.4% | +36.4% |
| YTD | -2.2% | -62.0% | +59.8% | +3.9% |
| 1Y | -6.4% | -62.3% | +55.8% | -0.6% |
| 3Y | +75.1% | -52.0% | +127.1% | +82.4% |
| 5Y | +69.8% | -51.8% | +121.6% | +74.6% |
| 10Y | +219.8% | -26.3% | +246.2% | +223.3% |
| All | +3,119.1% | +1,658.1% | +1,461.0% | +3,137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling