-50.6%
FLUT vs SPMO
+149.2%
-199.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -2.6% | +2.7% | -5.3% | -4.2% |
| 30D | +5.4% | +1.1% | +4.3% | +4.5% |
| 3M | -10.8% | +2.0% | -12.8% | -14.4% |
| 6M | -9.2% | +26.5% | -35.7% | -28.0% |
| YTD | -53.8% | +26.5% | -80.3% | -63.4% |
| 1Y | -66.0% | +27.9% | -93.9% | -73.2% |
| 3Y | -44.7% | +160.4% | -205.0% | -76.3% |
| 5Y | -50.6% | +151.5% | -202.1% | -79.6% |
| All | -50.6% | +149.2% | -199.8% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling