+447.4%
FLR vs SPY
+816.1%
-368.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +5.4% | +0.1% | +5.3% | +5.2% |
| 30D | +11.4% | +0.1% | +11.3% | +11.5% |
| 3M | +11.4% | +2.0% | +9.4% | +8.9% |
| 6M | +16.6% | +13.0% | +3.6% | -0.6% |
| YTD | +41.7% | +13.5% | +28.2% | +20.5% |
| 1Y | +35.4% | +20.0% | +15.5% | +7.3% |
| 3Y | +57.3% | +77.2% | -19.9% | -24.5% |
| 5Y | +241.0% | +81.9% | +159.1% | +55.1% |
| 10Y | +16.6% | +314.1% | -297.4% | -81.2% |
| All | +447.4% | +816.1% | -368.6% | -65.0% |
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 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