+254.1%
FLR vs SM
+111.2%
+142.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.1% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | -0.7% | +31.5% | -32.2% | -8.0% |
| 3M | +14.3% | +17.3% | -3.0% | +8.0% |
| 6M | +25.6% | +48.5% | -22.9% | +8.1% |
| YTD | +42.9% | +106.3% | -63.4% | +9.7% |
| 1Y | +38.7% | +47.3% | -8.6% | +17.4% |
| 3Y | +61.8% | -1.4% | +63.2% | +48.3% |
| 5Y | +254.1% | +114.0% | +140.1% | +130.9% |
| All | +254.1% | +111.2% | +142.9% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling