+68.9%
SE vs FLR
+47.2%
+21.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | 0.0% | +5.1% | -5.1% | -1.2% |
| 30D | -19.4% | -0.5% | -18.9% | -19.4% |
| 3M | -33.1% | -3.5% | -29.6% | -32.8% |
| 6M | -11.4% | +16.5% | -27.9% | -16.1% |
| YTD | -39.8% | +27.3% | -67.1% | -44.5% |
| 1Y | -50.5% | +10.6% | -61.1% | -52.8% |
| 3Y | +68.9% | +39.4% | +29.5% | +74.6% |
| All | +68.9% | +47.2% | +21.7% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling