+67.5%
FLBR vs SPY
+238.8%
-171.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.5% |
| 7D | +1.7% | -0.8% | +2.5% | +2.4% |
| 30D | +13.3% | -1.1% | +14.4% | +14.4% |
| 3M | +9.6% | +3.9% | +5.7% | +5.5% |
| 6M | +3.2% | +13.6% | -10.5% | -8.7% |
| YTD | +26.4% | +12.7% | +13.7% | +12.8% |
| 1Y | +37.5% | +17.5% | +20.0% | +17.9% |
| 3Y | +54.1% | +76.9% | -22.8% | -13.4% |
| 5Y | +71.2% | +83.6% | -12.4% | -9.5% |
| All | +67.5% | +238.8% | -171.2% | -52.7% |
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