+120.0%
FLGT vs SPY
+313.4%
-193.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +3.0% |
| 7D | +3.1% | +0.5% | +2.6% | +2.5% |
| 30D | +5.5% | -0.9% | +6.5% | +6.5% |
| 3M | +10.3% | +3.9% | +6.4% | +5.6% |
| 6M | +38.1% | +14.5% | +23.5% | +19.3% |
| YTD | -23.1% | +12.9% | -36.0% | -32.5% |
| 1Y | -9.3% | +19.4% | -28.7% | -25.0% |
| 3Y | -34.4% | +78.5% | -112.8% | -66.1% |
| 5Y | -77.5% | +81.8% | -159.2% | -88.5% |
| All | +120.0% | +313.4% | -193.4% | -37.8% |
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 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