+41.4%
FLN vs SPY
+644.7%
-603.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +1.1% | +2.6% | -1.5% | -1.2% |
| 30D | -12.3% | -2.0% | -10.3% | -10.9% |
| 3M | -0.9% | -2.8% | +1.8% | +1.3% |
| 6M | -5.1% | +2.1% | -7.2% | -7.2% |
| YTD | +9.7% | +11.5% | -1.8% | -0.5% |
| 1Y | +12.5% | +13.5% | -1.0% | +0.4% |
| 3Y | +45.6% | +77.7% | -32.1% | -14.5% |
| 5Y | +76.1% | +72.6% | +3.5% | +4.2% |
| 10Y | +111.7% | +308.2% | -196.5% | -46.1% |
| All | +41.4% | +644.7% | -603.3% | -83.6% |
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