+19.0%
FLMB vs SPY
+253.2%
-234.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.6% | +3.3% | -3.9% | -0.8% |
| 30D | +4.0% | -2.7% | +6.7% | +4.2% |
| 3M | -1.8% | -1.7% | 0.0% | -1.7% |
| 6M | -1.9% | +3.1% | -4.9% | -2.0% |
| YTD | -0.5% | +11.9% | -12.4% | -1.2% |
| 1Y | -0.3% | +12.0% | -12.3% | -0.9% |
| 3Y | +13.9% | +78.2% | -64.3% | +9.9% |
| 5Y | +0.5% | +73.2% | -72.7% | -3.0% |
| All | +19.0% | +253.2% | -234.2% | +9.2% |
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