+115.9%
FLQS vs SPY
+266.8%
-150.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -2.5% | -2.0% | -0.5% | -0.7% |
| 30D | -3.9% | -1.7% | -2.3% | -2.5% |
| 3M | +4.3% | +4.7% | -0.5% | -0.2% |
| 6M | +11.1% | +12.5% | -1.4% | -0.6% |
| YTD | +12.4% | +11.7% | +0.7% | +1.3% |
| 1Y | +11.9% | +17.5% | -5.6% | -3.8% |
| 3Y | +43.3% | +76.6% | -33.3% | -15.3% |
| 5Y | +35.8% | +82.0% | -46.3% | -22.1% |
| All | +115.9% | +266.8% | -150.9% | -19.7% |
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