-57.7%
FLG vs SPY
+81.0%
-138.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -1.6% | -0.4% | -1.3% | -1.3% |
| 30D | -5.3% | -1.4% | -3.9% | -3.9% |
| 3M | -6.7% | +3.7% | -10.5% | -10.5% |
| 6M | +6.0% | +13.0% | -7.0% | -7.2% |
| YTD | +5.6% | +12.4% | -6.8% | -7.1% |
| 1Y | +5.5% | +18.5% | -13.1% | -12.3% |
| 3Y | -61.3% | +77.6% | -139.0% | -79.1% |
| 5Y | -57.7% | +81.7% | -139.4% | -78.2% |
| All | -57.7% | +81.0% | -138.7% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling