-9.3%
FLUT vs SPXS
-99.6%
+90.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +1.5% |
| 7D | +0.4% | +2.5% | -2.0% | +0.9% |
| 30D | +2.5% | +4.2% | -1.7% | +3.4% |
| 3M | -9.2% | -9.3% | +0.1% | -10.5% |
| 6M | -8.2% | -30.7% | +22.5% | -13.2% |
| YTD | -53.2% | -28.1% | -25.2% | -55.3% |
| 1Y | -65.6% | -35.1% | -30.5% | -67.5% |
| 3Y | -43.6% | -79.6% | +36.0% | -52.7% |
| 5Y | -50.3% | -86.3% | +36.0% | -58.6% |
| All | -9.3% | -99.6% | +90.2% | -24.1% |
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