+31.3%
FLTB vs SPY
+369.9%
-338.6%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.7% | -2.0% | +1.3% | -0.6% |
| 30D | -0.5% | -1.7% | +1.1% | -0.5% |
| 3M | -0.1% | +4.7% | -4.8% | -0.2% |
| 6M | 0.0% | +12.5% | -12.5% | -0.3% |
| YTD | +0.6% | +11.7% | -11.1% | +0.3% |
| 1Y | +1.6% | +17.5% | -15.8% | +1.2% |
| 3Y | +16.9% | +76.6% | -59.7% | +15.2% |
| 5Y | +11.3% | +82.0% | -70.8% | +9.4% |
| 10Y | +26.2% | +317.1% | -290.9% | +23.2% |
| All | +31.3% | +369.9% | -338.6% | +28.7% |
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