-99.7%
FLZH vs SPY
+75.5%
-175.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.9% |
| 7D | -3.4% | -2.0% | -1.4% | -0.3% |
| 30D | -93.6% | -1.7% | -92.0% | -93.3% |
| 3M | -97.1% | +4.7% | -101.8% | -97.2% |
| 6M | -96.8% | +12.5% | -109.3% | -97.2% |
| YTD | -98.8% | +11.7% | -110.5% | -98.9% |
| 1Y | -99.4% | +17.5% | -116.9% | -99.5% |
| All | -99.7% | +75.5% | -175.2% | -99.8% |
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