-3.6%
SMR vs FLR
+161.0%
-164.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +1.7% |
| 7D | +4.4% | +5.4% | -1.0% | -0.8% |
| 30D | +3.4% | +11.4% | -8.0% | -8.7% |
| 3M | -19.2% | +11.4% | -30.6% | -27.8% |
| 6M | -22.6% | +16.6% | -39.3% | -35.6% |
| YTD | -31.5% | +41.7% | -73.3% | -52.3% |
| 1Y | -73.1% | +35.4% | -108.5% | -79.3% |
| 3Y | +55.0% | +57.3% | -2.4% | +25.7% |
| All | -3.6% | +161.0% | -164.5% | -28.1% |
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 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