-48.0%
SE vs FLR
+8.5%
-56.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.2% |
| 7D | -1.5% | +10.1% | -11.6% | -3.8% |
| 30D | -22.3% | -0.5% | -21.9% | -22.4% |
| 3M | -41.8% | -4.8% | -37.0% | -41.5% |
| 6M | -22.4% | +10.7% | -33.1% | -27.0% |
| YTD | -41.6% | +25.0% | -66.5% | -49.6% |
| 1Y | -48.0% | +8.3% | -56.3% | -52.4% |
| All | -48.0% | +8.5% | -56.5% | -52.4% |
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