-46.2%
SE vs FLR
+8.4%
-54.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -0.5% | +5.4% | -5.9% | -1.8% |
| 30D | -20.9% | +2.8% | -23.8% | -21.5% |
| 3M | -38.9% | -6.4% | -32.5% | -38.3% |
| 6M | -19.4% | +8.8% | -28.2% | -23.8% |
| YTD | -40.9% | +23.6% | -64.5% | -49.2% |
| 1Y | -46.2% | +13.8% | -60.0% | -51.9% |
| All | -46.2% | +8.4% | -54.5% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling