+65.5%
FLRT vs SPY
+336.2%
-270.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +0.2% | -3.3% | +3.6% | +0.3% |
| 3M | +0.9% | -2.4% | +3.3% | +1.0% |
| 6M | +2.1% | +2.6% | -0.4% | +2.1% |
| YTD | +3.6% | +11.2% | -7.7% | +3.2% |
| 1Y | +4.7% | +13.4% | -8.7% | +4.2% |
| 3Y | +24.0% | +79.9% | -55.9% | +21.9% |
| 5Y | +34.3% | +72.2% | -37.9% | +31.9% |
| 10Y | +62.9% | +307.3% | -244.5% | +59.0% |
| All | +65.5% | +336.2% | -270.7% | +61.9% |
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