+122.8%
FLGT vs SPY
+312.5%
-189.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.7% |
| 7D | +3.6% | -0.8% | +4.4% | +4.5% |
| 30D | +9.3% | -1.1% | +10.4% | +10.5% |
| 3M | +8.9% | +3.9% | +5.0% | +4.4% |
| 6M | +42.3% | +13.6% | +28.7% | +24.0% |
| YTD | -22.2% | +12.7% | -34.8% | -31.5% |
| 1Y | -8.1% | +17.5% | -25.6% | -22.8% |
| 3Y | -33.4% | +76.9% | -110.3% | -65.3% |
| 5Y | -78.2% | +83.6% | -161.8% | -89.0% |
| All | +122.8% | +312.5% | -189.8% | -36.9% |
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