+22.6%
FLUD vs SPY
+155.5%
-132.8%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | +2.6% | -2.6% | 0.0% |
| 30D | +0.4% | -2.0% | +2.4% | +0.4% |
| 3M | +0.7% | -2.8% | +3.5% | +0.7% |
| 6M | +1.8% | +2.1% | -0.4% | +1.8% |
| YTD | +3.1% | +11.5% | -8.4% | +3.1% |
| 1Y | +3.8% | +13.5% | -9.7% | +3.8% |
| 3Y | +15.8% | +77.7% | -61.9% | +15.8% |
| 5Y | +21.5% | +72.6% | -51.1% | +21.5% |
| All | +22.6% | +155.5% | -132.8% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling