+568.6%
SE vs FLR
+34.7%
+533.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.6% |
| 7D | -3.6% | -3.1% | -0.5% | -3.2% |
| 30D | -5.3% | +4.9% | -10.2% | -6.0% |
| 3M | +28.1% | +10.8% | +17.3% | +25.5% |
| 6M | +20.7% | +19.7% | +1.0% | +16.5% |
| YTD | -14.8% | +38.4% | -53.1% | -19.4% |
| 1Y | -43.6% | +34.7% | -78.3% | -46.5% |
| 3Y | +184.2% | +56.7% | +127.6% | +159.1% |
| 5Y | -66.3% | +241.6% | -307.9% | -71.7% |
| All | +568.6% | +34.7% | +533.8% | +508.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling