-25.6%
FLUT vs SPY
+304.1%
-329.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +3.4% | -3.7% | +7.1% | +5.2% |
| 3M | -12.5% | -2.7% | -9.7% | -11.5% |
| 6M | -18.5% | +2.2% | -20.6% | -19.8% |
| YTD | -61.6% | +10.8% | -72.5% | -63.8% |
| 1Y | -64.1% | +11.2% | -75.3% | -66.2% |
| 3Y | -44.5% | +76.5% | -120.9% | -57.2% |
| 5Y | -51.3% | +72.9% | -124.2% | -63.1% |
| 10Y | -25.6% | +304.8% | -330.4% | -47.8% |
| All | -25.6% | +304.1% | -329.7% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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