+35.8%
FLSP vs SPY
+160.1%
-124.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | +0.2% | -0.4% | +0.6% | +0.2% |
| 30D | +1.2% | -1.4% | +2.5% | +1.3% |
| 3M | +4.4% | +3.7% | +0.7% | +4.0% |
| 6M | +6.3% | +13.0% | -6.7% | +5.0% |
| YTD | +6.5% | +12.4% | -5.9% | +5.2% |
| 1Y | +15.3% | +18.5% | -3.2% | +13.4% |
| 3Y | +32.6% | +77.6% | -45.0% | +24.3% |
| 5Y | +51.1% | +81.7% | -30.6% | +40.8% |
| All | +35.8% | +160.1% | -124.3% | +22.9% |
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 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