-85.6%
SMR vs FLR
+2.5%
-88.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -3.7% |
| 7D | -9.5% | +1.4% | -10.9% | -10.6% |
| 30D | -33.2% | -5.9% | -27.3% | -28.9% |
| 3M | -45.9% | -7.6% | -38.3% | -42.8% |
| 6M | -57.9% | -9.3% | -48.6% | -55.0% |
| YTD | -63.8% | +20.1% | -83.9% | -77.8% |
| 1Y | -85.6% | +3.0% | -88.6% | -87.7% |
| All | -85.6% | +2.5% | -88.1% | -87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling