-56.4%
FLL vs SPY
+315.0%
-371.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.1% | +2.4% | +13.8% | +12.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.2% |
| 30D | -40.5% | -3.3% | -37.2% | -37.3% |
| 3M | -70.4% | -2.4% | -68.0% | -69.1% |
| 6M | -75.8% | +2.6% | -78.3% | -76.5% |
| YTD | -72.4% | +11.2% | -83.7% | -76.2% |
| 1Y | -72.6% | +13.4% | -86.0% | -77.0% |
| 3Y | -84.5% | +79.9% | -164.4% | -93.2% |
| 5Y | -93.3% | +72.2% | -165.5% | -96.8% |
| 10Y | -56.4% | +307.3% | -363.7% | -88.5% |
| All | -56.4% | +315.0% | -371.4% | -88.5% |
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