+66.5%
FFLG vs SPY
+116.6%
-50.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | -4.5% | +2.0% | -6.5% | -6.7% |
| 6M | +14.0% | +13.0% | +0.9% | -3.1% |
| YTD | +11.8% | +13.5% | -1.8% | -5.5% |
| 1Y | +17.8% | +20.0% | -2.2% | -7.5% |
| 3Y | +93.3% | +77.2% | +16.1% | -10.2% |
| 5Y | +52.9% | +81.9% | -29.0% | -28.9% |
| All | +66.5% | +116.6% | -50.1% | -40.4% |
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