+130.3%
FLSW vs SPY
+212.3%
-82.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +1.2% |
| 7D | +2.0% | -4.7% | +6.8% | +5.0% |
| 30D | +10.3% | -5.9% | +16.2% | +14.4% |
| 3M | +1.2% | -4.5% | +5.8% | +4.0% |
| 6M | +9.1% | +1.8% | +7.3% | +7.7% |
| YTD | +11.1% | +8.3% | +2.8% | +5.7% |
| 1Y | +20.6% | +9.3% | +11.3% | +14.0% |
| 3Y | +62.6% | +74.9% | -12.2% | +13.1% |
| 5Y | +43.5% | +67.3% | -23.8% | +1.7% |
| All | +130.3% | +212.3% | -82.0% | +10.6% |
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