-26.8%
FLUT vs SPXS
-99.5%
+72.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.8% |
| 7D | -0.7% | -7.5% | +6.8% | -1.9% |
| 30D | +9.3% | +5.3% | +3.9% | +10.4% |
| 3M | -17.5% | +9.7% | -27.2% | -15.9% |
| 6M | -14.6% | -4.6% | -10.1% | -14.8% |
| YTD | -62.3% | -25.8% | -36.5% | -63.7% |
| 1Y | -59.6% | -28.8% | -30.9% | -61.4% |
| 3Y | -45.3% | -80.2% | +34.9% | -54.4% |
| 5Y | -50.4% | -83.2% | +32.8% | -58.2% |
| All | -26.8% | -99.5% | +72.7% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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