+206.1%
FFLC vs SPY
+164.8%
+41.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +2.3% | +2.0% | +0.3% | +0.5% |
| 6M | +12.3% | +13.0% | -0.7% | +0.5% |
| YTD | +13.7% | +13.5% | +0.2% | +1.3% |
| 1Y | +19.3% | +20.0% | -0.7% | +1.1% |
| 3Y | +80.9% | +77.2% | +3.7% | +8.6% |
| 5Y | +115.9% | +81.9% | +34.0% | +25.8% |
| All | +206.1% | +164.8% | +41.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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