+127.7%
FLS vs SPY
+81.0%
+46.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.8% |
| 7D | -3.3% | -0.4% | -2.9% | -2.9% |
| 30D | -5.4% | -1.4% | -4.0% | -3.8% |
| 3M | -0.7% | +3.7% | -4.4% | -4.6% |
| 6M | -1.9% | +13.0% | -14.9% | -14.6% |
| YTD | +9.0% | +12.4% | -3.4% | -4.3% |
| 1Y | +37.9% | +18.5% | +19.4% | +14.2% |
| 3Y | +96.0% | +77.6% | +18.3% | +8.6% |
| 5Y | +127.7% | +81.7% | +46.0% | +19.2% |
| All | +127.7% | +81.0% | +46.7% | +19.2% |
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