+163.6%
FLCA vs SPY
+238.8%
-75.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -2.4% | -0.8% | -1.7% | -1.9% |
| 30D | -2.0% | -1.1% | -0.9% | -1.1% |
| 3M | +4.4% | +3.9% | +0.5% | +1.3% |
| 6M | +8.1% | +13.6% | -5.5% | -2.1% |
| YTD | +12.8% | +12.7% | +0.1% | +2.7% |
| 1Y | +23.2% | +17.5% | +5.7% | +8.6% |
| 3Y | +87.5% | +76.9% | +10.6% | +19.2% |
| 5Y | +83.3% | +83.6% | -0.3% | +12.3% |
| All | +163.6% | +238.8% | -75.2% | +8.0% |
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