+31.2%
FLR vs SFM
-46.0%
+77.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.3% |
| 7D | -3.5% | -10.6% | +7.1% | -4.2% |
| 30D | +4.2% | -15.5% | +19.6% | +3.1% |
| 3M | +8.1% | -17.4% | +25.5% | +6.9% |
| 6M | +21.5% | -3.4% | +25.0% | +20.5% |
| YTD | +36.8% | -8.7% | +45.4% | +36.7% |
| 1Y | +31.2% | -47.2% | +78.4% | +35.6% |
| All | +31.2% | -46.0% | +77.3% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling