+1,307.2%
SPY vs FLUT
+1,658.1%
-350.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -2.7% | -1.1% | -1.6% | -2.7% |
| 30D | -5.4% | +7.7% | -13.1% | -5.8% |
| 3M | -4.1% | -12.2% | +8.1% | -3.6% |
| 6M | +0.7% | -17.6% | +18.3% | +1.3% |
| YTD | +8.7% | -62.0% | +70.7% | +13.7% |
| 1Y | +10.9% | -62.3% | +73.1% | +16.0% |
| 3Y | +75.0% | -52.0% | +126.9% | +80.4% |
| 5Y | +67.8% | -51.8% | +119.6% | +71.1% |
| 10Y | +312.9% | -26.3% | +339.2% | +314.2% |
| All | +1,307.2% | +1,658.1% | -350.9% | +1,270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling