-80.0%
FLYX vs SPY
+63.8%
-143.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.9% |
| 7D | -6.8% | -2.0% | -4.8% | -4.8% |
| 30D | -16.7% | -1.7% | -15.0% | -15.2% |
| 3M | -51.1% | +4.7% | -55.8% | -53.7% |
| 6M | -54.4% | +12.5% | -66.9% | -59.4% |
| YTD | -73.2% | +11.7% | -85.0% | -75.9% |
| 1Y | -74.2% | +17.5% | -91.7% | -77.6% |
| All | -80.0% | +63.8% | -143.8% | -84.5% |
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