+423.6%
SN vs FLR
+56.7%
+366.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -9.3% | +5.4% | -14.8% | -10.9% |
| 30D | -4.8% | +11.4% | -16.2% | -8.6% |
| 3M | +40.4% | +11.4% | +29.0% | +33.7% |
| 6M | +50.9% | +16.6% | +34.3% | +40.3% |
| YTD | +54.9% | +41.7% | +13.2% | +34.6% |
| 1Y | +43.0% | +35.4% | +7.6% | +25.2% |
| All | +423.6% | +56.7% | +366.9% | +278.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling