-26.7%
FLOC vs SPY
+29.9%
-56.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.4% |
| 7D | +10.7% | +3.3% | +7.4% | +6.8% |
| 30D | +8.3% | -2.7% | +11.0% | +11.6% |
| 3M | -9.5% | -1.7% | -7.7% | -7.9% |
| 6M | -21.3% | +3.1% | -24.3% | -24.9% |
| YTD | +14.5% | +11.9% | +2.6% | -1.9% |
| 1Y | +29.0% | +12.0% | +17.0% | +10.4% |
| All | -26.7% | +29.9% | -56.7% | -51.6% |
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 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