+806.4%
SPYM vs FLUT
+415.0%
+391.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.4% |
| 7D | -0.6% | -1.5% | +0.9% | -0.5% |
| 30D | -3.7% | +3.4% | -7.1% | -3.9% |
| 3M | -2.7% | -12.5% | +9.7% | -2.2% |
| 6M | +2.2% | -18.5% | +20.7% | +3.1% |
| YTD | +10.9% | -61.6% | +72.6% | +16.9% |
| 1Y | +11.3% | -64.1% | +75.4% | +17.7% |
| 3Y | +76.8% | -44.5% | +121.3% | +81.9% |
| 5Y | +73.5% | -51.3% | +124.8% | +77.2% |
| 10Y | +307.9% | -25.6% | +333.5% | +309.0% |
| All | +806.4% | +415.0% | +391.4% | +748.2% |
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