+72.6%
FLLA vs SPY
+210.8%
-138.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | +4.2% | +0.5% | +3.6% | +3.7% |
| 30D | +5.2% | -0.9% | +6.1% | +6.0% |
| 3M | +10.8% | +3.9% | +7.0% | +7.1% |
| 6M | +8.2% | +14.5% | -6.4% | -3.7% |
| YTD | +20.9% | +12.9% | +8.0% | +9.0% |
| 1Y | +34.9% | +19.4% | +15.5% | +15.9% |
| 3Y | +57.2% | +78.5% | -21.3% | -6.5% |
| 5Y | +77.4% | +81.8% | -4.3% | +2.3% |
| All | +72.6% | +210.8% | -138.2% | -40.0% |
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 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