-44.3%
FLUT vs SPYG
+98.4%
-142.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | +5.4% | -1.7% | +7.1% | +6.6% |
| 3M | -10.8% | +3.6% | -14.4% | -13.7% |
| 6M | -9.2% | +16.6% | -25.8% | -21.0% |
| YTD | -53.8% | +13.4% | -67.2% | -58.8% |
| 1Y | -66.0% | +19.6% | -85.6% | -71.0% |
| All | -44.3% | +98.4% | -142.7% | -72.7% |
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 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