+131.0%
FLSW vs SPY
+220.7%
-89.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +9.8% | -3.3% | +13.1% | +12.0% |
| 3M | +1.3% | -2.4% | +3.7% | +2.7% |
| 6M | +7.9% | +2.6% | +5.3% | +6.0% |
| YTD | +11.5% | +11.2% | +0.2% | +4.3% |
| 1Y | +20.3% | +13.4% | +6.9% | +11.2% |
| 3Y | +63.5% | +79.9% | -16.4% | +11.8% |
| 5Y | +43.2% | +72.2% | -29.0% | -0.3% |
| All | +131.0% | +220.7% | -89.7% | +9.1% |
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