+16.8%
FLR vs SPY
+322.5%
-305.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | 0.0% |
| 7D | -3.5% | -0.8% | -2.7% | -2.4% |
| 30D | +4.2% | -1.1% | +5.2% | +5.8% |
| 3M | +8.1% | +3.9% | +4.2% | +2.7% |
| 6M | +21.5% | +13.6% | +7.9% | +2.5% |
| YTD | +36.8% | +12.7% | +24.1% | +17.2% |
| 1Y | +31.2% | +17.5% | +13.7% | +6.6% |
| 3Y | +53.9% | +76.9% | -23.0% | -26.2% |
| 5Y | +243.0% | +83.6% | +159.5% | +53.9% |
| All | +16.8% | +322.5% | -305.6% | -81.6% |
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