-96.9%
FLD vs SPY
+78.1%
-175.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.1% | -0.4% | -19.8% | -19.8% |
| 7D | -28.0% | +2.6% | -30.6% | -29.8% |
| 30D | -37.1% | -2.0% | -35.1% | -35.8% |
| 3M | -32.1% | -2.8% | -29.4% | -29.9% |
| 6M | -77.2% | +2.1% | -79.4% | -77.4% |
| YTD | -87.7% | +11.5% | -99.2% | -88.6% |
| 1Y | -89.8% | +13.5% | -103.2% | -90.6% |
| 3Y | -96.9% | +77.7% | -174.6% | -97.4% |
| All | -96.9% | +78.1% | -175.0% | -97.4% |
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 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