-79.6%
FLYX vs SPY
+65.2%
-144.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +0.9% |
| 7D | -2.6% | -0.8% | -1.8% | -1.8% |
| 30D | -8.9% | -1.1% | -7.9% | -7.9% |
| 3M | -52.5% | +3.9% | -56.4% | -54.6% |
| 6M | -53.5% | +13.6% | -67.1% | -59.0% |
| YTD | -72.7% | +12.7% | -85.4% | -75.7% |
| 1Y | -74.1% | +17.5% | -91.6% | -77.5% |
| All | -79.6% | +65.2% | -144.9% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling