+382.7%
FLR vs SM
+240.4%
+142.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.3% | -3.8% |
| 7D | +10.1% | +10.6% | -0.5% | +6.3% |
| 30D | -0.5% | -15.0% | +14.5% | +3.9% |
| 3M | -4.8% | +1.7% | -6.5% | -6.8% |
| 6M | +10.7% | +5.9% | +4.8% | +4.3% |
| YTD | +25.0% | +79.0% | -54.0% | -3.7% |
| 1Y | +8.3% | +84.7% | -76.4% | -17.7% |
| 3Y | +36.8% | -3.5% | +40.3% | +22.4% |
| 5Y | +121.8% | +4.9% | +116.8% | +79.8% |
| 10Y | +9.2% | +17.7% | -8.5% | -55.7% |
| All | +382.7% | +240.4% | +142.2% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling