-95.9%
FLD vs SPY
+77.8%
-173.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.3% | -10.0% | -9.2% |
| 7D | -25.4% | -0.9% | -24.5% | -25.0% |
| 30D | -25.7% | -2.4% | -23.3% | -24.8% |
| 3M | -10.7% | -1.2% | -9.5% | -9.9% |
| 6M | -72.7% | +3.3% | -75.9% | -72.9% |
| YTD | -84.6% | +12.3% | -96.9% | -85.2% |
| 1Y | -87.0% | +12.4% | -99.4% | -87.5% |
| 3Y | -96.2% | +78.8% | -175.0% | -96.5% |
| All | -95.9% | +77.8% | -173.7% | -96.2% |
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