+4,789.7%
SITM vs FLR
+218.3%
+4,571.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +5.2% |
| 7D | +3.9% | -3.5% | +7.3% | +5.0% |
| 30D | -6.6% | +4.2% | -10.8% | -7.8% |
| 3M | -11.9% | +8.1% | -19.9% | -14.0% |
| 6M | +81.1% | +21.5% | +59.6% | +69.3% |
| YTD | +80.0% | +36.8% | +43.2% | +61.4% |
| 1Y | +145.8% | +31.2% | +114.6% | +122.8% |
| 3Y | +475.9% | +53.9% | +422.0% | +401.8% |
| 5Y | +189.2% | +243.0% | -53.8% | +116.3% |
| All | +4,789.7% | +218.3% | +4,571.3% | +4,185.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling