+60.3%
FLIN vs SPY
+225.5%
-165.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -0.8% | +0.5% | -1.4% | -1.2% |
| 30D | -2.5% | -0.9% | -1.6% | -1.9% |
| 3M | +4.1% | +3.9% | +0.2% | +1.5% |
| 6M | -1.0% | +14.5% | -15.5% | -9.3% |
| YTD | -8.6% | +12.9% | -21.5% | -15.5% |
| 1Y | -6.6% | +19.4% | -26.0% | -16.8% |
| 3Y | +12.3% | +78.5% | -66.1% | -24.7% |
| 5Y | +14.1% | +81.8% | -67.7% | -25.4% |
| All | +60.3% | +225.5% | -165.3% | -33.7% |
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