+241.6%
FLR vs SPY
+81.0%
+160.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.6% |
| 7D | -3.1% | -0.4% | -2.8% | -2.7% |
| 30D | +4.9% | -1.4% | +6.3% | +6.8% |
| 3M | +10.8% | +3.7% | +7.1% | +6.3% |
| 6M | +19.7% | +13.0% | +6.7% | +3.7% |
| YTD | +38.4% | +12.4% | +26.0% | +21.2% |
| 1Y | +34.7% | +18.5% | +16.2% | +11.3% |
| 3Y | +56.7% | +77.6% | -21.0% | -13.0% |
| 5Y | +241.6% | +81.7% | +159.9% | +84.1% |
| All | +241.6% | +81.0% | +160.6% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling