+41.6%
FLOT vs SPY
+675.9%
-634.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +0.3% | -1.4% | +1.7% | +0.4% |
| 3M | +1.0% | +3.7% | -2.7% | +0.7% |
| 6M | +2.2% | +13.0% | -10.8% | +1.3% |
| YTD | +2.9% | +12.4% | -9.5% | +2.0% |
| 1Y | +4.5% | +18.5% | -14.1% | +3.2% |
| 3Y | +17.1% | +77.6% | -60.5% | +12.2% |
| 5Y | +24.0% | +81.7% | -57.7% | +18.3% |
| 10Y | +35.3% | +319.7% | -284.4% | +22.2% |
| All | +41.6% | +675.9% | -634.3% | +26.7% |
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