+2,258.9%
FLO vs SPY
+3,091.8%
-832.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | -11.7% | +0.1% | -11.8% | -11.7% |
| 30D | -15.2% | +0.1% | -15.2% | -15.2% |
| 3M | -12.7% | +2.0% | -14.7% | -13.6% |
| 6M | -27.6% | +13.0% | -40.6% | -31.8% |
| YTD | -39.8% | +13.5% | -53.4% | -43.5% |
| 1Y | -53.4% | +20.0% | -73.4% | -57.4% |
| 3Y | -67.9% | +77.2% | -145.1% | -76.0% |
| 5Y | -67.1% | +81.9% | -149.0% | -76.0% |
| 10Y | -36.7% | +314.1% | -350.7% | -70.2% |
| All | +2,258.9% | +3,091.8% | -832.9% | +246.0% |
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