+828.4%
SPYM vs FLR
+96.4%
+732.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.1% |
| 7D | +0.1% | +5.4% | -5.3% | -0.9% |
| 30D | +0.1% | +11.4% | -11.3% | -2.3% |
| 3M | +2.0% | +11.4% | -9.4% | -0.7% |
| 6M | +13.1% | +16.6% | -3.6% | +8.4% |
| YTD | +13.6% | +41.7% | -28.1% | +4.8% |
| 1Y | +20.1% | +35.4% | -15.4% | +11.2% |
| 3Y | +77.6% | +57.3% | +20.2% | +54.4% |
| 5Y | +82.5% | +241.0% | -158.4% | +33.3% |
| 10Y | +317.6% | +16.6% | +300.9% | +235.3% |
| All | +828.4% | +96.4% | +732.1% | +514.0% |
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