+54.1%
FLLA vs SPY
+205.1%
-150.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | +1.9% | -0.6% | +2.5% | +2.4% |
| 30D | -14.9% | -3.7% | -11.3% | -12.4% |
| 3M | -5.5% | -2.7% | -2.8% | -3.5% |
| 6M | -11.5% | +2.2% | -13.7% | -13.4% |
| YTD | +8.0% | +10.8% | -2.8% | -1.3% |
| 1Y | +10.5% | +11.2% | -0.7% | +0.7% |
| 3Y | +36.2% | +76.5% | -40.2% | -18.4% |
| 5Y | +70.4% | +72.9% | -2.6% | +2.9% |
| All | +54.1% | +205.1% | -150.9% | -45.7% |
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