-91.3%
FLNT vs SPY
+322.5%
-413.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -24.4% | -1.1% | -23.4% | -23.6% |
| 3M | +36.7% | +3.9% | +32.9% | +30.2% |
| 6M | -4.9% | +13.6% | -18.5% | -18.5% |
| YTD | +28.7% | +12.7% | +16.1% | +11.4% |
| 1Y | +52.2% | +17.5% | +34.7% | +25.0% |
| 3Y | -9.6% | +76.9% | -86.6% | -56.6% |
| 5Y | -79.6% | +83.6% | -163.1% | -90.5% |
| All | -91.3% | +322.5% | -413.8% | -99.1% |
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