+811.4%
SPYM vs FLR
+71.3%
+740.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.6% | +5.4% | -2.8% | +1.5% |
| 30D | -2.0% | +2.8% | -4.8% | -2.6% |
| 3M | -2.8% | -6.4% | +3.6% | -1.9% |
| 6M | +2.2% | +8.8% | -6.6% | -0.5% |
| YTD | +11.5% | +23.6% | -12.1% | +5.2% |
| 1Y | +13.5% | +13.8% | -0.3% | +8.6% |
| 3Y | +78.0% | +36.5% | +41.6% | +58.8% |
| 5Y | +73.1% | +119.3% | -46.2% | +37.7% |
| 10Y | +310.9% | +8.0% | +302.9% | +234.0% |
| All | +811.4% | +71.3% | +740.1% | +516.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling