+39.2%
FFLG vs SPY
+72.1%
-32.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.5% |
| 7D | +1.8% | +2.6% | -0.8% | -1.7% |
| 30D | -8.7% | -2.0% | -6.8% | -6.0% |
| 3M | -9.7% | -2.8% | -6.9% | -5.8% |
| 6M | -10.7% | +2.1% | -12.9% | -12.7% |
| YTD | +1.9% | +11.5% | -9.6% | -11.4% |
| 1Y | +4.1% | +13.5% | -9.4% | -11.6% |
| 3Y | +77.7% | +77.7% | 0.0% | -17.7% |
| All | +39.2% | +72.1% | -32.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling