-58.2%
FLY vs SPY
+20.2%
-78.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.9% |
| 7D | +21.4% | +2.6% | +18.8% | +12.7% |
| 30D | +48.1% | -2.0% | +50.1% | +61.5% |
| 3M | -5.8% | -2.8% | -3.0% | +6.2% |
| 6M | -36.0% | +2.1% | -38.1% | -37.0% |
| YTD | +12.7% | +11.5% | +1.2% | -14.7% |
| 1Y | +17.7% | +13.5% | +4.2% | -13.1% |
| All | -58.2% | +20.2% | -78.4% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling