-26.8%
FLUT vs SPY
+307.0%
-333.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -0.7% | +2.6% | -3.3% | -2.0% |
| 30D | +9.3% | -2.0% | +11.2% | +10.1% |
| 3M | -17.5% | -2.8% | -14.7% | -16.5% |
| 6M | -14.6% | +2.1% | -16.7% | -15.9% |
| YTD | -62.3% | +11.5% | -73.8% | -64.5% |
| 1Y | -59.6% | +13.5% | -73.1% | -62.4% |
| 3Y | -45.3% | +77.7% | -123.0% | -58.0% |
| 5Y | -50.4% | +72.6% | -123.0% | -62.5% |
| All | -26.8% | +307.0% | -333.8% | -49.2% |
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