+59.1%
FLRT vs SPY
+308.5%
-249.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +0.3% | +3.3% | -2.9% | +0.2% |
| 30D | +0.4% | -2.7% | +3.1% | +0.5% |
| 3M | +0.9% | -1.7% | +2.7% | +1.0% |
| 6M | +2.2% | +3.1% | -0.9% | +2.0% |
| YTD | +3.7% | +11.9% | -8.2% | +3.2% |
| 1Y | +4.8% | +12.0% | -7.2% | +4.3% |
| 3Y | +24.0% | +78.2% | -54.2% | +21.5% |
| 5Y | +34.4% | +73.2% | -38.8% | +31.6% |
| All | +59.1% | +308.5% | -249.4% | +38.5% |
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