-26.8%
FLUT vs SPYG
+393.2%
-420.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -0.7% | +2.3% | -3.0% | -1.7% |
| 30D | +9.3% | -6.5% | +15.7% | +12.0% |
| 3M | -17.5% | -6.8% | -10.6% | -15.3% |
| 6M | -14.6% | -3.1% | -11.5% | -14.3% |
| YTD | -62.3% | +8.0% | -70.3% | -64.0% |
| 1Y | -59.6% | +10.2% | -69.9% | -61.9% |
| 3Y | -45.3% | +91.0% | -136.3% | -58.7% |
| 5Y | -50.4% | +67.7% | -118.2% | -62.5% |
| All | -26.8% | +393.2% | -420.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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