-94.7%
FLD vs SPY
+78.7%
-173.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.4% |
| 7D | +21.2% | +0.5% | +20.7% | +20.6% |
| 30D | +14.3% | -0.9% | +15.2% | +15.5% |
| 3M | -17.4% | +3.9% | -21.3% | -19.8% |
| 6M | -58.5% | +14.5% | -73.0% | -62.3% |
| YTD | -78.5% | +12.9% | -91.5% | -80.3% |
| 1Y | -83.2% | +19.4% | -102.5% | -85.1% |
| 3Y | -94.7% | +78.5% | -173.1% | -95.5% |
| All | -94.7% | +78.7% | -173.4% | -95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling