+15.4%
FLR vs SM
+23.2%
-7.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.5% |
| 7D | -6.9% | +2.1% | -9.0% | -7.5% |
| 30D | +1.1% | +18.1% | -17.0% | -4.0% |
| 3M | +14.3% | +17.0% | -2.7% | +7.0% |
| 6M | +19.1% | +55.4% | -36.3% | -0.4% |
| YTD | +35.1% | +108.6% | -73.4% | +2.1% |
| 1Y | +29.5% | +45.7% | -16.2% | +8.1% |
| 3Y | +53.0% | -0.3% | +53.3% | +38.0% |
| 5Y | +238.9% | +113.0% | +125.9% | +123.8% |
| All | +15.4% | +23.2% | -7.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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