+65.8%
FLBR vs SPY
+237.9%
-172.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | 0.0% | -0.4% | +0.3% | +0.3% |
| 30D | +7.8% | -1.4% | +9.2% | +9.2% |
| 3M | +11.6% | +3.7% | +7.9% | +7.6% |
| 6M | +4.1% | +13.0% | -8.9% | -7.4% |
| YTD | +25.1% | +12.4% | +12.7% | +12.0% |
| 1Y | +38.8% | +18.5% | +20.3% | +18.0% |
| 3Y | +56.0% | +77.6% | -21.6% | -12.7% |
| 5Y | +66.5% | +81.7% | -15.2% | -10.9% |
| All | +65.8% | +237.9% | -172.1% | -53.1% |
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