+143.1%
FLEU vs SPY
+241.4%
-98.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | +4.0% | +2.0% | +2.0% | +2.7% |
| 6M | +9.6% | +13.0% | -3.4% | +1.8% |
| YTD | +11.5% | +13.5% | -2.0% | +3.4% |
| 1Y | +21.1% | +20.0% | +1.1% | +8.6% |
| 3Y | +72.7% | +77.2% | -4.5% | +22.9% |
| 5Y | +75.5% | +81.9% | -6.4% | +22.0% |
| All | +143.1% | +241.4% | -98.3% | +34.0% |
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