-86.0%
FLUX vs SPY
+148.6%
-234.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.9% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | +9.3% | +0.1% | +9.2% | +8.5% |
| 3M | -43.4% | +2.0% | -45.4% | -45.0% |
| 6M | -59.7% | +13.0% | -72.7% | -66.4% |
| YTD | -53.6% | +13.5% | -67.2% | -61.1% |
| 1Y | -60.5% | +20.0% | -80.4% | -69.1% |
| 3Y | -87.0% | +77.2% | -164.2% | -94.2% |
| 5Y | -92.9% | +81.9% | -174.8% | -96.9% |
| All | -86.0% | +148.6% | -234.6% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling