-49.1%
FLYW vs SPY
+95.9%
-145.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.7% |
| 7D | -3.7% | -0.8% | -2.9% | -2.5% |
| 30D | +2.3% | -1.1% | +3.4% | +4.1% |
| 3M | +20.9% | +3.9% | +17.0% | +13.6% |
| 6M | +37.6% | +13.6% | +24.0% | +12.4% |
| YTD | +26.2% | +12.7% | +13.5% | +5.0% |
| 1Y | +30.1% | +17.5% | +12.6% | +0.9% |
| 3Y | -43.9% | +76.9% | -120.8% | -79.8% |
| 5Y | -62.6% | +83.6% | -146.1% | -86.2% |
| All | -49.1% | +95.9% | -145.0% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling