+127.4%
FLSW vs SPY
+213.3%
-85.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +0.3% | -2.7% | +3.0% | +2.0% |
| 30D | +8.8% | -5.4% | +14.2% | +12.4% |
| 3M | +0.8% | -4.1% | +4.9% | +3.3% |
| 6M | +5.0% | +0.7% | +4.3% | +4.3% |
| YTD | +9.7% | +8.7% | +1.0% | +4.1% |
| 1Y | +19.3% | +10.9% | +8.4% | +11.8% |
| 3Y | +60.8% | +75.0% | -14.2% | +11.8% |
| 5Y | +41.6% | +67.8% | -26.2% | +0.2% |
| All | +127.4% | +213.3% | -85.9% | +8.9% |
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