+589.4%
SE vs FLR
+38.0%
+551.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -6.1% | +5.4% | -11.5% | -6.8% |
| 30D | -2.5% | +11.4% | -13.8% | -4.2% |
| 3M | +21.7% | +11.4% | +10.3% | +19.1% |
| 6M | +27.0% | +16.6% | +10.4% | +23.0% |
| YTD | -12.1% | +41.7% | -53.8% | -17.1% |
| 1Y | -40.9% | +35.4% | -76.3% | -44.1% |
| 3Y | +191.0% | +57.3% | +133.7% | +165.0% |
| 5Y | -68.3% | +241.0% | -309.3% | -73.4% |
| All | +589.4% | +38.0% | +551.4% | +525.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling