+471.4%
FLNG vs SPY
+193.1%
+278.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +0.4% | -0.4% | +0.7% | +0.6% |
| 30D | +5.2% | -1.4% | +6.6% | +6.4% |
| 3M | +7.3% | +3.7% | +3.6% | +3.7% |
| 6M | +10.8% | +13.0% | -2.2% | -0.8% |
| YTD | +34.7% | +12.4% | +22.3% | +20.9% |
| 1Y | +35.8% | +18.5% | +17.2% | +15.8% |
| 3Y | +46.3% | +77.6% | -31.3% | -16.4% |
| 5Y | +262.3% | +81.7% | +180.6% | +99.6% |
| All | +471.4% | +193.1% | +278.3% | +89.5% |
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