-34.4%
FLWS vs SPY
+1.5%
-35.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.2% |
| 7D | -10.4% | -2.7% | -7.7% | -6.9% |
| 30D | -2.3% | -5.4% | +3.1% | +4.5% |
| 3M | -36.0% | -4.1% | -31.9% | -32.8% |
| 6M | -34.4% | +0.7% | -35.1% | -37.8% |
| All | -34.4% | +1.5% | -35.8% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling