-58.7%
FLL vs SPY
+304.1%
-362.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.6% |
| 7D | -9.2% | -0.6% | -8.6% | -7.9% |
| 30D | -43.0% | -3.7% | -39.3% | -39.6% |
| 3M | -72.1% | -2.7% | -69.3% | -70.7% |
| 6M | -76.8% | +2.2% | -79.0% | -77.4% |
| YTD | -73.6% | +10.8% | -84.4% | -77.0% |
| 1Y | -73.9% | +11.2% | -85.1% | -77.4% |
| 3Y | -85.2% | +76.5% | -161.6% | -93.3% |
| 5Y | -93.5% | +72.9% | -166.4% | -96.9% |
| 10Y | -58.7% | +304.8% | -363.5% | -89.4% |
| All | -58.7% | +304.1% | -362.8% | -89.4% |
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