-80.7%
FLYT vs SPY
+15.3%
-96.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | -4.1% |
| 7D | -5.7% | -0.8% | -4.9% | -0.4% |
| 30D | -38.4% | -1.1% | -37.4% | -33.4% |
| 3M | -77.8% | +3.9% | -81.6% | -82.3% |
| 6M | -45.5% | +13.6% | -59.1% | -74.0% |
| YTD | -64.5% | +12.7% | -77.1% | -81.7% |
| All | -80.7% | +15.3% | -96.0% | -90.2% |
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 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