+117.0%
FLQS vs SPY
+269.9%
-152.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.3% |
| 7D | -2.2% | -0.8% | -1.4% | -1.5% |
| 30D | -3.9% | -1.1% | -2.8% | -2.9% |
| 3M | +3.0% | +3.9% | -0.9% | -0.7% |
| 6M | +12.2% | +13.6% | -1.4% | -0.4% |
| YTD | +13.0% | +12.7% | +0.3% | +1.0% |
| 1Y | +9.9% | +17.5% | -7.6% | -5.5% |
| 3Y | +43.8% | +76.9% | -33.1% | -15.1% |
| 5Y | +36.4% | +83.6% | -47.1% | -22.4% |
| All | +117.0% | +269.9% | -152.9% | -20.0% |
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 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