+69.3%
FLC vs SPY
+311.8%
-242.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +2.6% | -2.4% | +4.9% | +3.9% |
| 3M | -3.6% | -1.2% | -2.4% | -3.1% |
| 6M | -3.3% | +3.3% | -6.6% | -5.4% |
| YTD | -3.4% | +12.3% | -15.7% | -10.3% |
| 1Y | -3.0% | +12.4% | -15.5% | -10.1% |
| 3Y | +42.1% | +78.8% | -36.7% | -3.1% |
| 5Y | -4.1% | +75.2% | -79.3% | -34.6% |
| 10Y | +69.3% | +311.1% | -241.8% | -36.3% |
| All | +69.3% | +311.8% | -242.4% | -36.3% |
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 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