-100.0%
FLZH vs SPY
+172.9%
-272.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -2.0% |
| 7D | +2.4% | -0.8% | +3.2% | +3.1% |
| 30D | -93.6% | -1.1% | -92.6% | -93.5% |
| 3M | -97.2% | +3.9% | -101.1% | -97.2% |
| 6M | -97.0% | +13.6% | -110.6% | -97.3% |
| YTD | -98.8% | +12.7% | -111.5% | -98.9% |
| 1Y | -99.5% | +17.5% | -117.0% | -99.5% |
| 3Y | -99.7% | +76.9% | -176.7% | -99.8% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +172.9% | -272.9% | -100.0% |
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