+46.3%
FLBL vs SPY
+219.0%
-172.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +0.1% | +0.5% | -0.5% | 0.0% |
| 30D | +0.9% | -0.9% | +1.9% | +1.1% |
| 3M | +2.6% | +3.9% | -1.3% | +2.0% |
| 6M | +4.9% | +14.5% | -9.6% | +2.7% |
| YTD | +3.4% | +12.9% | -9.5% | +1.4% |
| 1Y | +2.9% | +19.4% | -16.5% | 0.0% |
| 3Y | +20.3% | +78.5% | -58.2% | +9.3% |
| 5Y | +31.1% | +81.8% | -50.6% | +18.2% |
| All | +46.3% | +219.0% | -172.7% | +18.9% |
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