+39.1%
FLSP vs SPY
+157.4%
-118.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +1.8% | -3.3% | +5.1% | +2.1% |
| 3M | +4.3% | -2.4% | +6.8% | +4.5% |
| 6M | +8.1% | +2.6% | +5.6% | +7.8% |
| YTD | +9.0% | +11.2% | -2.2% | +7.8% |
| 1Y | +12.5% | +13.4% | -0.9% | +11.0% |
| 3Y | +37.8% | +79.9% | -42.1% | +28.9% |
| 5Y | +51.6% | +72.2% | -20.6% | +42.1% |
| All | +39.1% | +157.4% | -118.3% | +25.9% |
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