+166.8%
FLV vs SPY
+236.4%
-69.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | +0.3% | +2.6% | -2.3% | -1.3% |
| 30D | +4.4% | -2.0% | +6.3% | +5.6% |
| 3M | +1.1% | -2.8% | +3.9% | +2.7% |
| 6M | +11.9% | +2.1% | +9.8% | +10.1% |
| YTD | +17.9% | +11.5% | +6.4% | +9.5% |
| 1Y | +21.0% | +13.5% | +7.6% | +11.1% |
| 3Y | +63.4% | +77.7% | -14.3% | +8.7% |
| 5Y | +66.5% | +72.6% | -6.1% | +12.5% |
| All | +166.8% | +236.4% | -69.6% | -3.5% |
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