-61.5%
FLWS vs SPY
+312.5%
-374.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.8% |
| 7D | -3.9% | -0.4% | -3.5% | -3.5% |
| 30D | -12.3% | -1.4% | -10.9% | -10.9% |
| 3M | -19.2% | +3.7% | -22.9% | -22.6% |
| 6M | +3.6% | +13.0% | -9.4% | -9.7% |
| YTD | -11.2% | +12.4% | -23.6% | -21.9% |
| 1Y | -31.4% | +18.5% | -50.0% | -43.4% |
| 3Y | -45.0% | +77.6% | -122.7% | -70.8% |
| 5Y | -89.3% | +81.7% | -170.9% | -94.3% |
| 10Y | -61.5% | +319.7% | -381.1% | -91.2% |
| All | -61.5% | +312.5% | -374.0% | -91.2% |
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