+217.0%
FLJH vs SPY
+237.9%
-21.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | -2.8% | -0.4% | -2.4% | -2.5% |
| 30D | -2.6% | -1.4% | -1.2% | -1.6% |
| 3M | +2.1% | +3.7% | -1.6% | -0.4% |
| 6M | +11.8% | +13.0% | -1.2% | +2.8% |
| YTD | +19.7% | +12.4% | +7.3% | +10.4% |
| 1Y | +28.6% | +18.5% | +10.1% | +14.4% |
| 3Y | +90.0% | +77.6% | +12.4% | +29.2% |
| 5Y | +137.9% | +81.7% | +56.2% | +58.1% |
| All | +217.0% | +237.9% | -21.0% | +35.6% |
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