-95.0%
FLL vs SPY
+72.1%
-167.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.1% |
| 7D | -12.9% | +2.6% | -15.5% | -16.0% |
| 30D | -47.6% | -2.0% | -45.6% | -46.0% |
| 3M | -76.5% | -2.8% | -73.7% | -75.5% |
| 6M | -81.6% | +2.1% | -83.7% | -82.1% |
| YTD | -79.3% | +11.5% | -90.8% | -82.3% |
| 1Y | -78.0% | +13.5% | -91.4% | -81.6% |
| 3Y | -88.2% | +77.7% | -165.9% | -95.0% |
| All | -95.0% | +72.1% | -167.1% | -97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling