+252.8%
FLUT vs SPXU
-100.0%
+352.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.0% |
| 7D | -1.2% | -9.4% | +8.2% | -2.2% |
| 30D | +5.0% | +7.4% | -2.4% | +6.0% |
| 3M | -16.4% | +6.2% | -22.6% | -15.7% |
| 6M | -14.6% | -7.2% | -7.4% | -15.0% |
| YTD | -61.9% | -26.8% | -35.1% | -62.9% |
| 1Y | -65.0% | -26.3% | -38.8% | -65.9% |
| 3Y | -44.8% | -80.6% | +35.8% | -51.0% |
| 5Y | -49.9% | -83.6% | +33.7% | -55.2% |
| 10Y | -26.1% | -99.5% | +73.4% | -35.9% |
| All | +252.8% | -100.0% | +352.8% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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