-44.3%
FLUT vs SPXS
-79.5%
+35.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.9% |
| 7D | -2.6% | +1.2% | -3.8% | -2.1% |
| 30D | +5.4% | +5.2% | +0.2% | +7.4% |
| 3M | -10.8% | -9.2% | -1.6% | -13.3% |
| 6M | -9.2% | -29.6% | +20.4% | -19.3% |
| YTD | -53.8% | -27.6% | -26.2% | -58.2% |
| 1Y | -66.0% | -36.7% | -29.2% | -70.4% |
| All | -44.3% | -79.5% | +35.2% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling