+61.8%
FLR vs SM
-2.8%
+64.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | +0.2% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | -0.7% | +31.5% | -32.2% | -5.6% |
| 3M | +14.3% | +17.3% | -3.0% | +10.4% |
| 6M | +25.6% | +48.5% | -22.9% | +12.2% |
| YTD | +42.9% | +106.3% | -63.4% | +15.4% |
| 1Y | +38.7% | +47.3% | -8.6% | +23.0% |
| 3Y | +61.8% | -1.4% | +63.2% | +49.1% |
| All | +61.8% | -2.8% | +64.5% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling