+29.0%
FLOC vs SPY
+11.8%
+17.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.2% |
| 7D | +10.7% | +3.3% | +7.4% | +8.3% |
| 30D | +8.3% | -2.7% | +11.0% | +10.2% |
| 3M | -9.5% | -1.7% | -7.7% | -8.5% |
| 6M | -21.3% | +3.1% | -24.3% | -23.6% |
| YTD | +14.5% | +11.9% | +2.6% | +0.3% |
| 1Y | +29.0% | +12.0% | +17.0% | +13.0% |
| All | +29.0% | +11.8% | +17.2% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling