+19.4%
SPY vs FLUT
-66.0%
+85.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.5% | +3.8% | -3.3% | +0.3% |
| 30D | -0.9% | +6.3% | -7.2% | -1.3% |
| 3M | +3.9% | -4.0% | +7.9% | +3.9% |
| 6M | +14.5% | -10.3% | +24.8% | +15.1% |
| YTD | +12.9% | -53.2% | +66.1% | +20.5% |
| 1Y | +19.4% | -65.0% | +84.4% | +28.4% |
| All | +19.4% | -66.0% | +85.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling