+632.5%
FLUT vs SPXS
-100.0%
+732.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.7% |
| 7D | +3.8% | -1.5% | +5.4% | +3.7% |
| 30D | +6.3% | +3.7% | +2.6% | +6.7% |
| 3M | -4.0% | -9.6% | +5.5% | -4.8% |
| 6M | -10.3% | -32.4% | +22.1% | -13.3% |
| YTD | -53.2% | -28.7% | -24.5% | -54.4% |
| 1Y | -65.0% | -38.1% | -27.0% | -66.3% |
| 3Y | -43.9% | -80.1% | +36.2% | -49.1% |
| 5Y | -49.2% | -85.9% | +36.7% | -54.1% |
| 10Y | -9.2% | -99.5% | +90.3% | -19.3% |
| All | +632.5% | -100.0% | +732.5% | +527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling