+318.0%
SPYM vs FLR
+19.7%
+298.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -0.8% | -3.5% | +2.7% | -0.3% |
| 30D | -1.1% | +4.2% | -5.2% | -1.7% |
| 3M | +3.9% | +8.1% | -4.2% | +2.4% |
| 6M | +13.6% | +21.5% | -7.9% | +9.7% |
| YTD | +12.7% | +36.8% | -24.0% | +7.0% |
| 1Y | +17.6% | +31.2% | -13.6% | +11.9% |
| 3Y | +77.2% | +53.9% | +23.3% | +61.6% |
| 5Y | +84.1% | +243.0% | -158.9% | +50.4% |
| All | +318.0% | +19.7% | +298.3% | +271.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FLR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling