-44.6%
FLUT vs SPMO
+154.5%
-199.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -0.3% | -0.7% | +0.3% | -0.2% |
| 3M | -12.6% | +2.8% | -15.5% | -16.8% |
| 6M | -8.0% | +24.4% | -32.4% | -26.5% |
| YTD | -54.1% | +24.2% | -78.3% | -63.3% |
| 1Y | -66.1% | +24.5% | -90.6% | -72.9% |
| All | -44.6% | +154.5% | -199.1% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling