-92.6%
FLUX vs SPY
+144.1%
-236.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -3.8% |
| 7D | -2.2% | +2.6% | -4.8% | -5.7% |
| 30D | -26.6% | -2.0% | -24.6% | -22.8% |
| 3M | -48.0% | -2.8% | -45.2% | -44.7% |
| 6M | -69.7% | +2.1% | -71.8% | -69.9% |
| YTD | -75.7% | +11.5% | -87.2% | -78.5% |
| 1Y | -86.0% | +13.5% | -99.4% | -87.9% |
| 3Y | -91.3% | +77.7% | -169.0% | -96.1% |
| 5Y | -95.0% | +72.6% | -167.6% | -97.5% |
| All | -92.6% | +144.1% | -236.7% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling