+447.8%
SN vs FLR
+58.8%
+389.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | +1.5% | +5.4% | -3.8% | +0.3% |
| 30D | +21.5% | +2.8% | +18.7% | +20.4% |
| 3M | +20.0% | -6.4% | +26.4% | +21.1% |
| 6M | +119.9% | +8.8% | +111.2% | +110.7% |
| YTD | +102.3% | +23.6% | +78.7% | +86.2% |
| 1Y | +148.0% | +13.8% | +134.2% | +133.0% |
| 3Y | +450.0% | +36.5% | +413.5% | +388.6% |
| All | +447.8% | +58.8% | +389.0% | +462.2% |
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