-63.9%
FLY vs SPY
+21.2%
-85.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -3.3% |
| 7D | +3.5% | -0.4% | +3.9% | +4.5% |
| 30D | -15.3% | -1.4% | -14.0% | -11.5% |
| 3M | -34.8% | +3.7% | -38.5% | -41.4% |
| 6M | +5.1% | +13.0% | -7.9% | -26.2% |
| YTD | -2.5% | +12.4% | -14.9% | -30.2% |
| 1Y | -51.0% | +18.5% | -69.6% | -66.2% |
| All | -63.9% | +21.2% | -85.0% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling