-14.0%
FLGT vs SPY
+14.6%
-28.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.1% |
| 7D | -8.6% | -0.7% | -7.8% | -7.9% |
| 30D | -12.3% | -1.0% | -11.3% | -11.5% |
| 3M | +6.1% | -0.3% | +6.4% | +6.5% |
| 6M | +30.2% | +7.3% | +22.8% | +22.6% |
| YTD | -25.1% | +13.3% | -38.4% | -32.6% |
| 1Y | -14.0% | +14.8% | -28.8% | -23.3% |
| All | -14.0% | +14.6% | -28.6% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling