+363.5%
SE vs FLR
+20.4%
+343.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -0.5% | +5.4% | -5.9% | -1.3% |
| 30D | -20.9% | +2.8% | -23.8% | -21.3% |
| 3M | -38.9% | -6.4% | -32.5% | -38.4% |
| 6M | -19.4% | +8.8% | -28.2% | -21.0% |
| YTD | -40.9% | +23.6% | -64.5% | -43.3% |
| 1Y | -46.2% | +13.8% | -60.0% | -47.7% |
| 3Y | +63.7% | +36.5% | +27.2% | +52.0% |
| 5Y | -77.9% | +119.3% | -197.3% | -80.6% |
| All | +363.5% | +20.4% | +343.1% | +328.2% |
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