-69.2%
FLO vs SPY
+75.5%
-144.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -5.3% | -2.0% | -3.3% | -4.9% |
| 30D | -14.7% | -1.7% | -13.0% | -14.4% |
| 3M | -20.1% | +4.7% | -24.8% | -20.8% |
| 6M | -28.3% | +12.5% | -40.8% | -30.0% |
| YTD | -41.4% | +11.7% | -53.1% | -42.7% |
| 1Y | -54.3% | +17.5% | -71.8% | -55.9% |
| All | -69.2% | +75.5% | -144.7% | -72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling