+2,866.2%
SAP vs FLUT
+2,054.3%
+811.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -2.9% | -1.6% | -1.3% | -2.8% |
| 30D | +9.0% | +7.7% | +1.3% | +8.3% |
| 3M | +14.9% | -0.7% | +15.7% | +14.8% |
| 6M | +11.9% | -11.2% | +23.1% | +12.6% |
| YTD | -9.9% | -53.4% | +43.5% | -5.6% |
| 1Y | -19.5% | -65.8% | +46.2% | -14.1% |
| 3Y | +61.8% | -44.9% | +106.7% | +66.7% |
| 5Y | +56.2% | -49.7% | +105.9% | +59.1% |
| 10Y | +180.6% | -9.7% | +190.3% | +179.7% |
| All | +2,866.2% | +2,054.3% | +811.9% | +2,841.9% |
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