+319.7%
FLC vs SPY
+1,055.6%
-735.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -0.3% | +3.3% | -3.5% | -2.3% |
| 30D | -0.2% | -2.7% | +2.5% | +1.4% |
| 3M | -5.3% | -1.7% | -3.6% | -4.4% |
| 6M | -4.7% | +3.1% | -7.8% | -6.8% |
| YTD | -5.3% | +11.9% | -17.1% | -12.4% |
| 1Y | -4.4% | +12.0% | -16.4% | -11.7% |
| 3Y | +39.4% | +78.2% | -38.8% | -6.9% |
| 5Y | -5.7% | +73.2% | -79.0% | -36.9% |
| 10Y | +66.1% | +309.6% | -243.5% | -39.8% |
| All | +319.7% | +1,055.6% | -735.9% | -25.1% |
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