+98.2%
FLAX vs SPY
+227.3%
-129.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +4.4% | +0.1% | +4.3% | +4.3% |
| 3M | -0.8% | +2.0% | -2.7% | -1.9% |
| 6M | +17.9% | +13.0% | +4.9% | +8.7% |
| YTD | +26.8% | +13.5% | +13.3% | +16.5% |
| 1Y | +41.3% | +20.0% | +21.3% | +25.0% |
| 3Y | +89.7% | +77.2% | +12.5% | +27.2% |
| 5Y | +50.8% | +81.9% | -31.1% | -1.5% |
| All | +98.2% | +227.3% | -129.1% | -14.3% |
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 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