-2.2%
FLR vs SFM
+132.6%
-134.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.7% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +11.4% | -4.4% | +15.8% | +11.7% |
| 3M | +11.4% | +1.5% | +9.9% | +10.6% |
| 6M | +16.6% | +6.5% | +10.2% | +14.6% |
| YTD | +41.7% | +2.2% | +39.5% | +39.6% |
| 1Y | +35.4% | -41.9% | +77.3% | +43.1% |
| 3Y | +57.3% | +106.8% | -49.4% | +39.4% |
| 5Y | +241.0% | +231.6% | +9.4% | +180.0% |
| 10Y | +16.6% | +258.4% | -241.8% | -8.0% |
| All | -2.2% | +132.6% | -134.8% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling