+828.4%
SPYM vs FLUT
+524.8%
+303.6%
-54.5%
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% | -0.2% |
| 7D | +0.1% | -1.6% | +1.8% | +0.2% |
| 30D | +0.1% | +7.7% | -7.7% | -0.5% |
| 3M | +2.0% | -0.7% | +2.7% | +1.8% |
| 6M | +13.1% | -11.2% | +24.2% | +13.5% |
| YTD | +13.6% | -53.4% | +67.1% | +18.5% |
| 1Y | +20.1% | -65.8% | +85.8% | +27.4% |
| 3Y | +77.6% | -44.9% | +122.5% | +82.4% |
| 5Y | +82.5% | -49.7% | +132.2% | +85.4% |
| 10Y | +317.6% | -9.7% | +327.3% | +314.4% |
| All | +828.4% | +524.8% | +303.6% | +759.9% |
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