+1,370.4%
SPY vs FLUT
+2,054.3%
-683.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +0.1% | +7.7% | -7.7% | -0.4% |
| 3M | +2.0% | -0.7% | +2.7% | +1.8% |
| 6M | +13.0% | -11.2% | +24.2% | +13.4% |
| YTD | +13.5% | -53.4% | +67.0% | +17.7% |
| 1Y | +20.0% | -65.8% | +85.7% | +26.2% |
| 3Y | +77.2% | -44.9% | +122.1% | +81.4% |
| 5Y | +81.9% | -49.7% | +131.6% | +84.4% |
| 10Y | +314.1% | -9.7% | +323.8% | +311.6% |
| All | +1,370.4% | +2,054.3% | -683.9% | +1,318.8% |
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