-31.0%
FLL vs SPY
+2,958.8%
-2,989.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -6.8% | +0.1% | -6.8% | -6.7% |
| 3M | -19.5% | +2.0% | -21.4% | -20.6% |
| 6M | -9.2% | +13.0% | -22.2% | -15.6% |
| YTD | -20.7% | +13.5% | -34.2% | -26.5% |
| 1Y | -39.7% | +20.0% | -59.6% | -45.9% |
| 3Y | -57.8% | +77.2% | -134.9% | -69.3% |
| 5Y | -75.2% | +81.9% | -157.0% | -81.8% |
| 10Y | +10.7% | +314.1% | -303.4% | -38.4% |
| All | -31.0% | +2,958.8% | -2,989.8% | -64.0% |
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