-1.1%
FLCH vs SPY
+238.8%
-239.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.5% |
| 7D | -3.5% | -0.8% | -2.8% | -3.0% |
| 30D | -4.3% | -1.1% | -3.2% | -3.6% |
| 3M | -2.5% | +3.9% | -6.3% | -5.2% |
| 6M | -9.4% | +13.6% | -23.0% | -17.6% |
| YTD | -11.3% | +12.7% | -23.9% | -18.8% |
| 1Y | -15.4% | +17.5% | -32.9% | -24.9% |
| 3Y | +29.5% | +76.9% | -47.4% | -16.4% |
| 5Y | -16.1% | +83.6% | -99.6% | -47.7% |
| All | -1.1% | +238.8% | -239.8% | -64.4% |
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