-74.9%
FLWS vs SPY
+307.0%
-381.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.4% |
| 7D | -2.7% | +2.6% | -5.3% | -5.5% |
| 30D | -8.7% | -2.0% | -6.7% | -6.4% |
| 3M | -38.3% | -2.8% | -35.5% | -36.1% |
| 6M | -41.2% | +2.1% | -43.4% | -42.4% |
| YTD | -36.1% | +11.5% | -47.6% | -43.2% |
| 1Y | -19.0% | +13.5% | -32.5% | -29.5% |
| 3Y | -68.6% | +77.7% | -146.3% | -83.4% |
| 5Y | -92.9% | +72.6% | -165.5% | -96.0% |
| All | -74.9% | +307.0% | -381.9% | -94.5% |
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