-64.1%
FLY vs SPY
+22.4%
-86.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +4.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.5% |
| 30D | -5.1% | +0.1% | -5.2% | -5.1% |
| 3M | -47.6% | +2.0% | -49.6% | -50.1% |
| 6M | +1.3% | +13.0% | -11.8% | -29.2% |
| YTD | -3.1% | +13.5% | -16.7% | -32.8% |
| 1Y | -49.4% | +20.0% | -69.4% | -66.1% |
| All | -64.1% | +22.4% | -86.5% | -75.1% |
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