-10.4%
FLUT vs SPY
+312.5%
-322.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | +5.4% | -1.4% | +6.7% | +6.1% |
| 3M | -10.8% | +3.7% | -14.5% | -12.6% |
| 6M | -9.2% | +13.0% | -22.2% | -15.0% |
| YTD | -53.8% | +12.4% | -66.2% | -56.6% |
| 1Y | -66.0% | +18.5% | -84.5% | -68.8% |
| 3Y | -44.7% | +77.6% | -122.3% | -57.3% |
| 5Y | -50.6% | +81.7% | -132.3% | -62.8% |
| 10Y | -10.4% | +319.7% | -330.1% | -33.1% |
| All | -10.4% | +312.5% | -322.9% | -33.1% |
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