-65.4%
FLY vs SPY
+20.4%
-85.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -2.2% |
| 7D | -0.8% | -2.0% | +1.2% | +5.9% |
| 30D | -20.7% | -1.7% | -19.1% | -16.3% |
| 3M | -37.5% | +4.7% | -42.2% | -45.4% |
| 6M | +7.8% | +12.5% | -4.7% | -23.1% |
| YTD | -6.6% | +11.7% | -18.3% | -31.7% |
| 1Y | -51.1% | +17.5% | -68.6% | -65.6% |
| All | -65.4% | +20.4% | -85.8% | -74.7% |
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