+53.5%
FLN vs SPY
+658.4%
-604.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +4.3% | +0.1% | +4.1% | +4.1% |
| 30D | +2.0% | +0.1% | +2.0% | +2.0% |
| 3M | +7.1% | +2.0% | +5.2% | +5.2% |
| 6M | +4.6% | +13.0% | -8.4% | -6.1% |
| YTD | +19.1% | +13.5% | +5.6% | +6.5% |
| 1Y | +33.1% | +20.0% | +13.2% | +13.3% |
| 3Y | +57.2% | +77.2% | -20.0% | -7.3% |
| 5Y | +74.5% | +81.9% | -7.4% | -1.7% |
| 10Y | +116.5% | +314.1% | -197.5% | -45.3% |
| All | +53.5% | +658.4% | -604.9% | -82.4% |
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