-19.0%
FLWS vs SPY
+12.1%
-31.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.3% |
| 7D | -2.7% | +2.6% | -5.3% | -6.0% |
| 30D | -8.7% | -2.0% | -6.7% | -6.3% |
| 3M | -38.3% | -2.8% | -35.5% | -36.1% |
| 6M | -41.2% | +2.1% | -43.4% | -42.6% |
| YTD | -36.1% | +11.5% | -47.6% | -42.1% |
| 1Y | -19.0% | +13.5% | -32.5% | -27.2% |
| All | -19.0% | +12.1% | -31.1% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling