+240.1%
FLQL vs SPY
+256.7%
-16.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -3.2% | -2.7% | -0.5% | -0.8% |
| 30D | -7.6% | -5.4% | -2.2% | -2.9% |
| 3M | -6.3% | -4.1% | -2.2% | -2.7% |
| 6M | -2.3% | +0.7% | -3.0% | -2.8% |
| YTD | +7.4% | +8.7% | -1.3% | 0.0% |
| 1Y | +9.6% | +10.9% | -1.2% | +0.3% |
| 3Y | +73.8% | +75.0% | -1.2% | +7.5% |
| 5Y | +74.8% | +67.8% | +7.0% | +11.5% |
| All | +240.1% | +256.7% | -16.7% | +26.4% |
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