+241.6%
FLR vs SFM
+217.9%
+23.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.8% | -2.7% |
| 7D | -3.1% | -7.2% | +4.0% | -2.4% |
| 30D | +4.9% | -14.3% | +19.3% | +6.5% |
| 3M | +10.8% | -13.7% | +24.5% | +12.0% |
| 6M | +19.7% | -6.0% | +25.7% | +19.0% |
| YTD | +38.4% | -8.2% | +46.6% | +37.7% |
| 1Y | +34.7% | -46.2% | +80.9% | +46.0% |
| 3Y | +56.7% | +83.6% | -26.9% | +36.3% |
| 5Y | +241.6% | +212.7% | +28.9% | +142.1% |
| All | +241.6% | +217.9% | +23.8% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling