+1,658.1%
FLUT vs SPY
+1,273.2%
+384.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -1.1% | -2.7% | +1.6% | -0.4% |
| 30D | +7.7% | -5.4% | +13.1% | +9.2% |
| 3M | -12.2% | -4.1% | -8.1% | -11.3% |
| 6M | -17.6% | +0.7% | -18.3% | -17.9% |
| YTD | -62.0% | +8.7% | -70.7% | -63.0% |
| 1Y | -62.3% | +10.9% | -73.1% | -63.4% |
| 3Y | -52.0% | +75.0% | -126.9% | -58.0% |
| 5Y | -51.8% | +67.8% | -119.6% | -57.7% |
| 10Y | -26.3% | +312.9% | -339.2% | -42.1% |
| All | +1,658.1% | +1,273.2% | +384.9% | +1,161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling