+2,054.3%
FLUT vs SPY
+1,334.8%
+719.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +7.7% | +0.1% | +7.7% | +7.7% |
| 3M | -0.7% | +2.0% | -2.7% | -1.3% |
| 6M | -11.2% | +13.0% | -24.2% | -14.2% |
| YTD | -53.4% | +13.5% | -67.0% | -55.1% |
| 1Y | -65.8% | +20.0% | -85.7% | -67.4% |
| 3Y | -44.9% | +77.2% | -122.1% | -52.0% |
| 5Y | -49.7% | +81.9% | -131.6% | -56.6% |
| 10Y | -9.7% | +314.1% | -323.8% | -29.5% |
| All | +2,054.3% | +1,334.8% | +719.4% | +1,429.5% |
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