+2,054.3%
FLUT vs SPYG
+1,760.4%
+293.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +7.7% | -0.4% | +8.2% | +7.9% |
| 3M | -0.7% | +0.5% | -1.3% | -1.1% |
| 6M | -11.2% | +17.5% | -28.6% | -15.5% |
| YTD | -53.4% | +14.3% | -67.8% | -55.4% |
| 1Y | -65.8% | +21.7% | -87.5% | -67.7% |
| 3Y | -44.9% | +98.6% | -143.5% | -54.0% |
| 5Y | -49.7% | +85.1% | -134.8% | -57.8% |
| 10Y | -9.7% | +412.0% | -421.7% | -33.3% |
| All | +2,054.3% | +1,760.4% | +293.9% | +1,252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling