+19.0%
FLMB vs SPY
+258.4%
-239.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | -2.5% | +2.0% | -4.5% | -2.6% |
| 6M | -2.0% | +13.0% | -15.0% | -2.6% |
| YTD | -0.5% | +13.5% | -14.0% | -1.2% |
| 1Y | +4.5% | +20.0% | -15.5% | +3.4% |
| 3Y | +11.6% | +77.2% | -65.6% | +7.8% |
| 5Y | -0.1% | +81.9% | -81.9% | -3.9% |
| All | +19.0% | +258.4% | -239.4% | +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 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