+316.9%
SPYM vs FLR
+19.7%
+297.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -1.0% | -3.5% | +2.4% | -0.6% |
| 30D | -1.3% | +4.2% | -5.5% | -1.9% |
| 3M | +3.6% | +8.1% | -4.5% | +2.1% |
| 6M | +13.3% | +21.5% | -8.2% | +9.4% |
| YTD | +12.4% | +36.8% | -24.3% | +6.7% |
| 1Y | +17.3% | +31.2% | -13.9% | +11.6% |
| 3Y | +76.8% | +53.9% | +22.9% | +61.2% |
| 5Y | +83.6% | +243.0% | -159.4% | +50.0% |
| All | +316.9% | +19.7% | +297.2% | +270.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling