-81.4%
FLUX vs SPY
+14.6%
-96.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.8% | -11.0% |
| 7D | -10.0% | -0.7% | -9.3% | -8.7% |
| 30D | -19.6% | -1.0% | -18.6% | -17.5% |
| 3M | -28.6% | -0.3% | -28.3% | -28.5% |
| 6M | -68.2% | +7.3% | -75.5% | -73.7% |
| YTD | -67.4% | +13.3% | -80.7% | -75.6% |
| 1Y | -81.4% | +14.8% | -96.1% | -86.4% |
| All | -81.4% | +14.6% | -96.0% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling