-100.0%
FLZH vs SPY
+172.2%
-272.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.5% | -9.5% | -9.6% |
| 7D | +1.3% | -0.4% | +1.6% | +1.7% |
| 30D | -94.0% | -1.4% | -92.6% | -93.8% |
| 3M | -97.1% | +3.7% | -100.8% | -97.1% |
| 6M | -96.8% | +13.0% | -109.8% | -97.1% |
| YTD | -98.8% | +12.4% | -111.2% | -98.9% |
| 1Y | -99.4% | +18.5% | -117.9% | -99.5% |
| 3Y | -99.8% | +77.6% | -177.4% | -99.8% |
| 5Y | -100.0% | +81.7% | -181.7% | -100.0% |
| All | -100.0% | +172.2% | -272.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling