+30.5%
FLDR vs SPY
+210.0%
-179.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.2% | +2.6% | -2.8% | -0.4% |
| 30D | +0.4% | -2.0% | +2.4% | +0.5% |
| 3M | +0.6% | -2.8% | +3.4% | +0.7% |
| 6M | +1.4% | +2.1% | -0.7% | +1.3% |
| YTD | +2.6% | +11.5% | -8.9% | +1.8% |
| 1Y | +3.3% | +13.5% | -10.2% | +2.3% |
| 3Y | +16.6% | +77.7% | -61.1% | +11.6% |
| 5Y | +21.7% | +72.6% | -50.9% | +16.7% |
| All | +30.5% | +210.0% | -179.5% | +14.9% |
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