+65.2%
FLRT vs SPY
+345.3%
-280.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.8% | +0.1% | +0.8% | +0.8% |
| 3M | +1.5% | +2.0% | -0.5% | +1.4% |
| 6M | +4.3% | +13.0% | -8.7% | +3.9% |
| YTD | +3.4% | +13.5% | -10.2% | +3.0% |
| 1Y | +5.4% | +20.0% | -14.5% | +4.8% |
| 3Y | +25.0% | +77.2% | -52.1% | +22.9% |
| 5Y | +34.9% | +81.9% | -47.0% | +32.4% |
| 10Y | +61.1% | +314.1% | -253.0% | +57.2% |
| All | +65.2% | +345.3% | -280.0% | +61.6% |
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 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