+0.7%
FLCH vs SPY
+239.5%
-238.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.5% |
| 30D | -4.6% | -0.9% | -3.6% | -4.0% |
| 3M | -0.2% | +3.9% | -4.1% | -3.0% |
| 6M | -5.4% | +14.5% | -20.0% | -14.5% |
| YTD | -9.7% | +12.9% | -22.6% | -17.5% |
| 1Y | -11.5% | +19.4% | -30.9% | -22.3% |
| 3Y | +34.3% | +78.5% | -44.2% | -13.9% |
| 5Y | -15.6% | +81.8% | -97.4% | -47.1% |
| All | +0.7% | +239.5% | -238.8% | -63.9% |
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