-84.8%
FLYE vs SPY
+20.8%
-105.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.4% | -9.5% | -9.7% |
| 7D | +17.0% | +0.1% | +16.8% | +16.9% |
| 30D | +14.9% | +0.1% | +14.9% | +15.0% |
| 3M | +6.4% | +2.0% | +4.4% | +5.4% |
| 6M | +3.1% | +13.0% | -9.9% | -7.2% |
| YTD | -69.9% | +13.5% | -83.4% | -72.4% |
| 1Y | -84.8% | +20.0% | -104.8% | -91.0% |
| All | -84.8% | +20.8% | -105.7% | -91.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling