+1.5%
SMR vs FLR
+148.8%
-147.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.2% | -3.4% |
| 7D | +4.7% | -6.9% | +11.6% | +12.1% |
| 30D | +3.2% | +1.1% | +2.1% | +2.1% |
| 3M | +9.9% | +14.3% | -4.4% | -4.6% |
| 6M | -15.1% | +19.1% | -34.2% | -30.8% |
| YTD | -27.9% | +35.1% | -63.1% | -47.5% |
| 1Y | -70.2% | +29.5% | -99.7% | -76.0% |
| 3Y | +72.5% | +53.0% | +19.5% | +45.6% |
| All | +1.5% | +148.8% | -147.3% | -20.8% |
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 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