+4,437.5%
SITM vs FLR
+222.0%
+4,215.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -0.5% |
| 7D | +3.7% | -3.1% | +6.8% | +4.7% |
| 30D | -14.5% | +4.9% | -19.4% | -15.8% |
| 3M | -10.6% | +10.8% | -21.4% | -13.4% |
| 6M | +65.5% | +19.7% | +45.9% | +55.4% |
| YTD | +67.0% | +38.4% | +28.7% | +49.3% |
| 1Y | +138.6% | +34.7% | +103.9% | +114.5% |
| 3Y | +421.8% | +56.7% | +365.2% | +352.4% |
| 5Y | +172.4% | +241.6% | -69.2% | +103.5% |
| All | +4,437.5% | +222.0% | +4,215.4% | +3,862.8% |
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