+76.5%
SFLR vs SPY
+111.4%
-34.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.2% |
| 7D | -0.6% | -0.8% | +0.2% | -0.1% |
| 30D | -0.2% | -1.1% | +0.9% | +0.5% |
| 3M | +2.1% | +3.9% | -1.8% | -0.2% |
| 6M | +6.7% | +13.6% | -6.9% | -1.3% |
| YTD | +5.7% | +12.7% | -7.0% | -1.8% |
| 1Y | +9.6% | +17.5% | -7.9% | -0.6% |
| 3Y | +48.5% | +76.9% | -28.4% | +4.4% |
| All | +76.5% | +111.4% | -34.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling