+309.7%
SN vs FLR
+77.8%
+231.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.2% | -2.5% |
| 7D | -3.4% | -3.1% | -0.3% | -2.6% |
| 30D | -9.1% | +4.9% | -14.0% | -10.3% |
| 3M | +31.8% | +10.8% | +21.0% | +26.8% |
| 6M | +52.0% | +19.7% | +32.4% | +42.4% |
| YTD | +51.3% | +38.4% | +12.9% | +36.1% |
| 1Y | +46.9% | +34.7% | +12.2% | +32.4% |
| 3Y | +394.9% | +56.7% | +338.3% | +336.5% |
| All | +309.7% | +77.8% | +231.9% | +311.0% |
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