+76.9%
FLAX vs SPY
+222.6%
-145.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +4.9% | +3.3% | +1.6% | +2.4% |
| 30D | -6.4% | -2.7% | -3.7% | -4.4% |
| 3M | -8.1% | -1.7% | -6.4% | -6.8% |
| 6M | -6.4% | +3.1% | -9.5% | -7.9% |
| YTD | +13.2% | +11.9% | +1.3% | +5.4% |
| 1Y | +12.7% | +12.0% | +0.7% | +4.8% |
| 3Y | +75.5% | +78.2% | -2.7% | +17.5% |
| 5Y | +37.3% | +73.2% | -35.9% | -6.9% |
| All | +76.9% | +222.6% | -145.6% | -22.6% |
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