-55.9%
FLY vs SPY
+21.0%
-77.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +1.3% | +11.0% | +7.7% |
| 7D | +55.1% | -0.9% | +56.0% | +61.9% |
| 30D | +37.4% | -2.4% | +39.7% | +51.8% |
| 3M | +0.9% | -1.2% | +2.1% | +7.6% |
| 6M | -30.4% | +3.3% | -33.7% | -34.0% |
| YTD | +19.0% | +12.3% | +6.7% | -12.3% |
| 1Y | +39.1% | +12.4% | +26.7% | +1.4% |
| All | -55.9% | +21.0% | -77.0% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling