-90.9%
FLUX vs SPY
+78.7%
-169.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -3.8% |
| 7D | +3.9% | +3.3% | +0.6% | -1.1% |
| 30D | -30.5% | -2.7% | -27.9% | -25.9% |
| 3M | -44.7% | -1.7% | -42.9% | -42.1% |
| 6M | -68.6% | +3.1% | -71.7% | -69.2% |
| YTD | -74.6% | +11.9% | -86.5% | -77.6% |
| 1Y | -86.4% | +12.0% | -98.4% | -88.0% |
| All | -90.9% | +78.7% | -169.6% | -94.8% |
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 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