+194.4%
FFLC vs SPY
+160.9%
+33.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +2.4% | +3.3% | -0.9% | -0.6% |
| 30D | -3.1% | -2.7% | -0.4% | -0.6% |
| 3M | -4.0% | -1.7% | -2.2% | -2.4% |
| 6M | +0.6% | +3.1% | -2.5% | -2.2% |
| YTD | +9.4% | +11.9% | -2.5% | -1.2% |
| 1Y | +10.5% | +12.0% | -1.5% | -0.3% |
| 3Y | +77.5% | +78.2% | -0.6% | +6.1% |
| 5Y | +103.5% | +73.2% | +30.3% | +24.1% |
| All | +194.4% | +160.9% | +33.5% | +21.5% |
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