+16.8%
FLR vs SFM
+271.4%
-254.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -3.5% | -10.6% | +7.1% | -2.4% |
| 30D | +4.2% | -15.5% | +19.6% | +5.8% |
| 3M | +8.1% | -17.4% | +25.5% | +9.8% |
| 6M | +21.5% | -3.4% | +25.0% | +20.7% |
| YTD | +36.8% | -8.7% | +45.4% | +36.4% |
| 1Y | +31.2% | -47.2% | +78.4% | +39.9% |
| 3Y | +53.9% | +82.7% | -28.8% | +39.3% |
| 5Y | +243.0% | +214.3% | +28.7% | +187.5% |
| All | +16.8% | +271.4% | -254.6% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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