+26.9%
FLMI vs SPY
+254.8%
-227.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -1.5% | +0.1% | -1.5% | -1.5% |
| 3M | -2.3% | +2.0% | -4.3% | -2.4% |
| 6M | -1.7% | +13.0% | -14.7% | -2.3% |
| YTD | 0.0% | +13.5% | -13.5% | -0.6% |
| 1Y | +4.1% | +20.0% | -15.8% | +3.2% |
| 3Y | +16.3% | +77.2% | -60.9% | +12.9% |
| 5Y | +7.3% | +81.9% | -74.5% | +3.9% |
| All | +26.9% | +254.8% | -227.8% | +17.2% |
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