-14.4%
SMR vs FLR
+151.9%
-166.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.2% | -16.9% | -16.8% |
| 7D | -11.2% | -3.5% | -7.7% | -8.3% |
| 30D | -10.2% | +4.2% | -14.4% | -13.9% |
| 3M | -10.0% | +8.1% | -18.1% | -17.6% |
| 6M | -30.5% | +21.5% | -52.0% | -44.5% |
| YTD | -39.2% | +36.8% | -76.0% | -56.3% |
| 1Y | -75.5% | +31.2% | -106.7% | -80.6% |
| 3Y | +45.4% | +53.9% | -8.5% | +21.4% |
| All | -14.4% | +151.9% | -166.3% | -34.1% |
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