+92.1%
FLMX vs SPY
+235.9%
-143.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -2.2% | -2.0% | -0.2% | -0.7% |
| 30D | -1.1% | -1.7% | +0.6% | +0.2% |
| 3M | +2.5% | +4.7% | -2.2% | -1.0% |
| 6M | +2.0% | +12.5% | -10.5% | -6.5% |
| YTD | +10.2% | +11.7% | -1.5% | +1.6% |
| 1Y | +21.0% | +17.5% | +3.5% | +7.4% |
| 3Y | +39.8% | +76.6% | -36.7% | -9.5% |
| 5Y | +77.1% | +82.0% | -5.0% | +10.7% |
| All | +92.1% | +235.9% | -143.8% | -20.7% |
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 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