+447.4%
FLR vs SM
+278.6%
+168.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.5% |
| 7D | +5.4% | +0.1% | +5.3% | +5.4% |
| 30D | +11.4% | +26.3% | -14.9% | +2.7% |
| 3M | +11.4% | +8.7% | +2.7% | +6.2% |
| 6M | +16.6% | +51.7% | -35.0% | -2.8% |
| YTD | +41.7% | +99.0% | -57.3% | +7.2% |
| 1Y | +35.4% | +34.6% | +0.8% | +14.8% |
| 3Y | +57.3% | -7.8% | +65.1% | +44.4% |
| 5Y | +241.0% | +104.8% | +136.2% | +122.5% |
| 10Y | +16.6% | +7.2% | +9.4% | -50.6% |
| All | +447.4% | +278.6% | +168.8% | +11.7% |
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 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