+76.9%
FLAX vs SPY
+220.7%
-143.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -8.4% | -3.3% | -5.1% | -6.0% |
| 3M | -6.7% | -2.4% | -4.2% | -4.8% |
| 6M | -9.2% | +2.6% | -11.8% | -10.4% |
| YTD | +13.1% | +11.2% | +1.9% | +5.7% |
| 1Y | +15.0% | +13.4% | +1.7% | +6.1% |
| 3Y | +76.4% | +79.9% | -3.5% | +17.4% |
| 5Y | +39.5% | +72.2% | -32.6% | -5.0% |
| All | +76.9% | +220.7% | -143.8% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling