-31.4%
FLWS vs SPY
+18.8%
-50.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.8% |
| 7D | -3.9% | -0.4% | -3.5% | -3.4% |
| 30D | -12.3% | -1.4% | -10.9% | -10.7% |
| 3M | -19.2% | +3.7% | -22.9% | -22.9% |
| 6M | +3.6% | +13.0% | -9.4% | -8.7% |
| YTD | -11.2% | +12.4% | -23.6% | -20.8% |
| 1Y | -31.4% | +18.5% | -50.0% | -47.6% |
| All | -31.4% | +18.8% | -50.2% | -47.6% |
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