+76.8%
SPYM vs FLR
+56.0%
+20.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | -0.4% | -3.1% | +2.8% | +0.1% |
| 30D | -1.4% | +4.9% | -6.3% | -2.2% |
| 3M | +3.7% | +10.8% | -7.1% | +1.3% |
| 6M | +13.0% | +19.7% | -6.6% | +8.2% |
| YTD | +12.5% | +38.4% | -25.9% | +4.6% |
| 1Y | +18.6% | +34.7% | -16.1% | +10.3% |
| All | +76.8% | +56.0% | +20.8% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling