+34.7%
FLR vs SM
+46.0%
-11.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.1% |
| 7D | -3.1% | -0.2% | -2.9% | -3.2% |
| 30D | +4.9% | +20.3% | -15.4% | +7.2% |
| 3M | +10.8% | +22.9% | -12.1% | +14.7% |
| 6M | +19.7% | +47.8% | -28.2% | +24.6% |
| YTD | +38.4% | +107.5% | -69.1% | +44.6% |
| 1Y | +34.7% | +51.7% | -17.1% | +35.3% |
| All | +34.7% | +46.0% | -11.3% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling