+125.6%
FLEU vs SPY
+226.7%
-101.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.3% |
| 7D | +0.1% | -2.7% | +2.8% | +1.7% |
| 30D | -0.2% | -5.4% | +5.2% | +3.3% |
| 3M | -7.8% | -4.1% | -3.7% | -5.4% |
| 6M | -3.1% | +0.7% | -3.8% | -3.6% |
| YTD | +3.5% | +8.7% | -5.2% | -1.5% |
| 1Y | +8.9% | +10.9% | -2.0% | +2.5% |
| 3Y | +68.5% | +75.0% | -6.5% | +20.9% |
| 5Y | +59.1% | +67.8% | -8.7% | +15.9% |
| All | +125.6% | +226.7% | -101.1% | +27.7% |
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