-96.1%
FLNA vs SPY
+75.5%
-171.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -2.4% | -2.0% | -0.4% | -0.2% |
| 30D | -16.5% | -1.7% | -14.8% | -14.8% |
| 3M | -38.6% | +4.7% | -43.4% | -41.8% |
| 6M | -66.0% | +12.5% | -78.5% | -69.9% |
| YTD | -59.1% | +11.7% | -70.8% | -63.5% |
| 1Y | -61.4% | +17.5% | -78.9% | -66.9% |
| All | -96.1% | +75.5% | -171.6% | -97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling