-29.5%
FLOC vs SPY
+29.7%
-59.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.1% |
| 7D | -5.4% | -2.0% | -3.4% | -3.1% |
| 30D | -11.9% | -1.7% | -10.2% | -10.2% |
| 3M | -14.5% | +4.7% | -19.3% | -19.6% |
| 6M | -10.8% | +12.5% | -23.3% | -23.8% |
| YTD | +10.1% | +11.7% | -1.6% | -5.2% |
| 1Y | +29.9% | +17.5% | +12.4% | +5.1% |
| All | -29.5% | +29.7% | -59.3% | -53.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling