-11.0%
FLUT vs SPYG
+420.3%
-431.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.3% |
| 7D | -3.6% | -1.8% | -1.8% | -2.8% |
| 30D | -0.3% | -1.9% | +1.6% | +0.5% |
| 3M | -12.6% | +5.2% | -17.8% | -14.9% |
| 6M | -8.0% | +15.6% | -23.5% | -14.5% |
| YTD | -54.1% | +12.4% | -66.5% | -56.8% |
| 1Y | -66.1% | +17.5% | -83.6% | -68.7% |
| 3Y | -45.0% | +98.1% | -143.1% | -58.8% |
| 5Y | -51.2% | +84.9% | -136.1% | -63.8% |
| All | -11.0% | +420.3% | -431.3% | -37.2% |
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