+355.0%
SE vs FLR
+24.4%
+330.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.0% | -3.7% |
| 7D | -7.7% | +6.3% | -14.1% | -8.5% |
| 30D | -22.8% | +1.8% | -24.7% | -23.1% |
| 3M | -43.7% | -4.4% | -39.3% | -43.5% |
| 6M | -12.8% | +15.9% | -28.7% | -15.3% |
| YTD | -42.0% | +27.7% | -69.7% | -44.6% |
| 1Y | -48.0% | +11.6% | -59.6% | -49.4% |
| 3Y | +62.7% | +39.9% | +22.8% | +50.5% |
| 5Y | -77.8% | +127.5% | -205.3% | -80.6% |
| All | +355.0% | +24.4% | +330.6% | +318.5% |
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