-94.8%
FLUX vs SPY
+74.0%
-168.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -3.9% |
| 7D | +3.9% | +3.3% | +0.6% | -0.8% |
| 30D | -30.5% | -2.7% | -27.9% | -26.1% |
| 3M | -44.7% | -1.7% | -42.9% | -42.2% |
| 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% |
| 3Y | -91.2% | +78.2% | -169.3% | -95.9% |
| 5Y | -94.8% | +73.2% | -168.0% | -97.4% |
| All | -94.8% | +74.0% | -168.8% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling