-45.3%
FLUT vs SPYG
+91.6%
-136.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.5% |
| 7D | -0.7% | +2.3% | -3.0% | -2.1% |
| 30D | +9.3% | -6.5% | +15.7% | +13.4% |
| 3M | -17.5% | -6.8% | -10.6% | -14.2% |
| 6M | -14.6% | -3.1% | -11.5% | -14.3% |
| YTD | -62.3% | +8.0% | -70.3% | -65.5% |
| 1Y | -59.6% | +10.2% | -69.9% | -63.8% |
| 3Y | -45.3% | +91.0% | -136.3% | -71.9% |
| All | -45.3% | +91.6% | -136.9% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling