+196.3%
SE vs FLR
+60.4%
+135.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | -0.1% | -0.7% | +0.6% | -0.2% |
| 3M | +34.1% | +14.3% | +19.8% | +28.4% |
| 6M | +23.2% | +25.6% | -2.4% | +14.2% |
| YTD | -11.2% | +42.9% | -54.0% | -20.2% |
| 1Y | -40.5% | +38.7% | -79.3% | -46.6% |
| 3Y | +196.3% | +61.8% | +134.5% | +150.9% |
| All | +196.3% | +60.4% | +135.9% | +150.9% |
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 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