-85.0%
FLWS vs SPY
+802.0%
-887.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | +1.1% | -0.6% | +1.7% | +2.2% |
| 30D | +1.1% | -3.7% | +4.8% | +5.6% |
| 3M | -31.4% | -2.7% | -28.7% | -29.1% |
| 6M | -43.4% | +2.2% | -45.5% | -44.4% |
| YTD | -30.5% | +10.8% | -41.4% | -37.4% |
| 1Y | -17.0% | +11.2% | -28.3% | -25.5% |
| 3Y | -66.6% | +76.5% | -143.1% | -81.5% |
| 5Y | -92.0% | +72.9% | -164.9% | -95.3% |
| 10Y | -73.0% | +304.8% | -377.8% | -93.6% |
| All | -85.0% | +802.0% | -887.0% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling