+56.7%
SFLO vs SPY
+65.6%
-8.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -4.3% | -2.0% | -2.3% | -2.4% |
| 30D | -0.4% | -1.7% | +1.3% | +1.2% |
| 3M | +16.1% | +4.7% | +11.3% | +10.8% |
| 6M | +30.3% | +12.5% | +17.8% | +15.8% |
| YTD | +31.7% | +11.7% | +20.0% | +17.8% |
| 1Y | +33.9% | +17.5% | +16.4% | +13.9% |
| All | +56.7% | +65.6% | -8.9% | -3.3% |
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 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