-37.9%
FLO vs SPY
+322.5%
-360.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -0.8% | -0.8% | -0.1% | -0.5% |
| 30D | -13.3% | -1.1% | -12.2% | -12.9% |
| 3M | -19.0% | +3.9% | -22.9% | -20.1% |
| 6M | -26.7% | +13.6% | -40.3% | -30.3% |
| YTD | -40.3% | +12.7% | -53.0% | -43.1% |
| 1Y | -53.4% | +17.5% | -70.9% | -56.4% |
| 3Y | -68.7% | +76.9% | -145.6% | -75.4% |
| 5Y | -66.7% | +83.6% | -150.3% | -74.6% |
| All | -37.9% | +322.5% | -360.3% | -72.8% |
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