+270.1%
FLR vs SNY
+241.9%
+28.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.5% | -3.3% | -0.2% | -1.9% |
| 30D | +4.2% | -2.2% | +6.3% | +5.2% |
| 3M | +8.1% | -3.0% | +11.1% | +8.9% |
| 6M | +21.5% | +2.7% | +18.8% | +18.9% |
| YTD | +36.8% | -6.8% | +43.6% | +40.0% |
| 1Y | +31.2% | -5.3% | +36.5% | +32.4% |
| 3Y | +53.9% | -9.8% | +63.7% | +51.0% |
| 5Y | +243.0% | +9.7% | +233.4% | +191.8% |
| 10Y | +18.8% | +64.5% | -45.7% | -22.8% |
| All | +270.1% | +241.9% | +28.2% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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