+76.9%
SFLR vs SPY
+111.8%
-34.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | 0.0% |
| 7D | +0.9% | +0.5% | +0.3% | +0.5% |
| 30D | -0.1% | -0.9% | +0.9% | +0.5% |
| 3M | +1.7% | +3.9% | -2.2% | -0.7% |
| 6M | +7.3% | +14.5% | -7.2% | -1.2% |
| YTD | +5.9% | +12.9% | -7.0% | -1.7% |
| 1Y | +10.8% | +19.4% | -8.6% | -0.5% |
| 3Y | +49.8% | +78.5% | -28.7% | +4.7% |
| All | +76.9% | +111.8% | -34.9% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling