-54.2%
FLG vs SPY
+318.9%
-373.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.6% |
| 7D | -1.5% | -2.0% | +0.5% | +0.3% |
| 30D | -6.4% | -1.7% | -4.8% | -5.0% |
| 3M | -8.3% | +4.7% | -13.0% | -12.3% |
| 6M | +6.3% | +12.5% | -6.2% | -4.9% |
| YTD | +5.6% | +11.7% | -6.1% | -4.9% |
| 1Y | +5.5% | +17.5% | -12.0% | -9.3% |
| 3Y | -61.3% | +76.6% | -137.9% | -76.8% |
| 5Y | -57.6% | +82.0% | -139.7% | -75.3% |
| All | -54.2% | +318.9% | -373.1% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling