-98.6%
FLNT vs SPY
+624.0%
-722.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.2% |
| 7D | -4.0% | +0.5% | -4.6% | -4.4% |
| 30D | -23.3% | -0.9% | -22.3% | -22.8% |
| 3M | +37.8% | +3.9% | +33.9% | +34.0% |
| 6M | -14.6% | +14.5% | -29.1% | -22.1% |
| YTD | +29.2% | +12.9% | +16.2% | +19.0% |
| 1Y | +55.0% | +19.4% | +35.6% | +37.6% |
| 3Y | -16.7% | +78.5% | -95.1% | -43.7% |
| 5Y | -80.4% | +81.8% | -162.1% | -86.7% |
| 10Y | -90.6% | +311.5% | -402.1% | -95.4% |
| All | -98.6% | +624.0% | -722.5% | -99.4% |
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