+9.6%
FLQL vs SPY
+9.9%
-0.2%
-9.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -3.2% | -2.7% | -0.5% | -0.3% |
| 30D | -7.6% | -5.4% | -2.2% | -1.9% |
| 3M | -6.3% | -4.1% | -2.2% | -2.0% |
| 6M | -2.3% | +0.7% | -3.0% | -3.1% |
| YTD | +7.4% | +8.7% | -1.3% | -2.0% |
| 1Y | +9.6% | +10.9% | -1.2% | -2.1% |
| All | +9.6% | +9.9% | -0.2% | -2.1% |
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