-92.5%
FLWS vs SPY
+67.4%
-159.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.2% |
| 7D | -10.4% | -2.7% | -7.7% | -6.8% |
| 30D | -2.3% | -5.4% | +3.1% | +5.4% |
| 3M | -36.0% | -4.1% | -31.9% | -32.2% |
| 6M | -34.4% | +0.7% | -35.1% | -34.9% |
| YTD | -34.4% | +8.7% | -43.0% | -41.0% |
| 1Y | -24.3% | +10.9% | -35.2% | -34.0% |
| 3Y | -69.7% | +75.0% | -144.7% | -85.9% |
| All | -92.5% | +67.4% | -159.9% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling