+9.2%
FLIA vs SPY
+215.0%
-205.8%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.4% | +2.6% | -3.0% | -0.4% |
| 30D | +0.8% | -2.0% | +2.8% | +0.8% |
| 3M | 0.0% | -2.8% | +2.8% | 0.0% |
| 6M | +0.7% | +2.1% | -1.4% | +0.7% |
| YTD | +1.3% | +11.5% | -10.2% | +1.1% |
| 1Y | +1.1% | +13.5% | -12.4% | +0.9% |
| 3Y | +11.2% | +77.7% | -66.5% | +10.5% |
| 5Y | +4.5% | +72.6% | -68.1% | +3.6% |
| All | +9.2% | +215.0% | -205.8% | +7.9% |
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 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