+51.9%
SN vs FLR
+37.7%
+14.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +0.1% | +0.7% | -0.5% | 0.0% |
| 30D | -5.6% | -0.7% | -4.9% | -5.7% |
| 3M | +48.1% | +14.3% | +33.7% | +41.2% |
| 6M | +57.6% | +25.6% | +32.0% | +44.1% |
| YTD | +56.5% | +42.9% | +13.6% | +39.1% |
| All | +51.9% | +37.7% | +14.2% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling