-85.4%
FLUX vs SPY
+76.5%
-162.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | +9.3% | -0.4% | +9.6% | +9.8% |
| 30D | +12.6% | -1.4% | +14.0% | +14.3% |
| 3M | -38.1% | +3.7% | -41.9% | -41.5% |
| 6M | -59.9% | +13.0% | -72.9% | -66.4% |
| YTD | -53.5% | +12.4% | -65.9% | -60.3% |
| 1Y | -62.2% | +18.5% | -80.7% | -69.4% |
| All | -85.4% | +76.5% | -162.0% | -92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling