-79.4%
FLYT vs SPY
+15.1%
-94.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -6.1% |
| 7D | +6.3% | -0.4% | +6.7% | +8.2% |
| 30D | -31.0% | -1.4% | -29.6% | -23.9% |
| 3M | -67.6% | +3.7% | -71.3% | -73.6% |
| 6M | -43.0% | +13.0% | -56.0% | -71.8% |
| YTD | -62.1% | +12.4% | -74.5% | -80.1% |
| All | -79.4% | +15.1% | -94.5% | -89.3% |
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