+1,596.1%
FLG vs SPY
+2,861.9%
-1,265.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +3.4% | +0.5% | +2.9% | +3.0% |
| 30D | -3.2% | -0.9% | -2.2% | -2.4% |
| 3M | -4.1% | +3.9% | -8.0% | -7.2% |
| 6M | +7.3% | +14.5% | -7.2% | -4.1% |
| YTD | +7.5% | +12.9% | -5.5% | -2.9% |
| 1Y | +5.1% | +19.4% | -14.2% | -9.1% |
| 3Y | -60.6% | +78.5% | -139.1% | -75.2% |
| 5Y | -56.7% | +81.8% | -138.5% | -72.9% |
| 10Y | -53.6% | +311.5% | -365.1% | -84.8% |
| All | +1,596.1% | +2,861.9% | -1,265.8% | +50.1% |
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