+2,277.7%
FLO vs SPY
+3,074.3%
-796.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -5.5% | +0.5% | -6.1% | -5.8% |
| 30D | -14.6% | -0.9% | -13.7% | -14.2% |
| 3M | -14.2% | +3.9% | -18.1% | -15.8% |
| 6M | -29.4% | +14.5% | -43.9% | -33.9% |
| YTD | -39.3% | +12.9% | -52.3% | -42.9% |
| 1Y | -54.7% | +19.4% | -74.1% | -58.5% |
| 3Y | -67.7% | +78.5% | -146.2% | -75.9% |
| 5Y | -66.7% | +81.8% | -148.5% | -75.7% |
| 10Y | -37.0% | +311.5% | -348.5% | -70.2% |
| All | +2,277.7% | +3,074.3% | -796.5% | +249.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling