+174.0%
SITM vs FLR
+230.6%
-56.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +3.5% |
| 7D | +4.8% | -6.9% | +11.7% | +9.1% |
| 30D | -9.7% | +1.1% | -10.9% | -10.5% |
| 3M | -9.3% | +14.3% | -23.7% | -16.5% |
| 6M | +69.5% | +19.1% | +50.4% | +48.9% |
| YTD | +70.5% | +35.1% | +35.4% | +37.0% |
| 1Y | +145.3% | +29.5% | +115.8% | +99.9% |
| 3Y | +432.8% | +53.0% | +379.8% | +269.4% |
| 5Y | +174.0% | +238.9% | -64.9% | +29.5% |
| All | +174.0% | +230.6% | -56.5% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling