+398.8%
SN vs FLR
+27.4%
+371.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.7% | +1.8% |
| 7D | +7.2% | -0.8% | +8.0% | +7.3% |
| 30D | +20.4% | -9.1% | +29.5% | +23.3% |
| 3M | +23.9% | -4.7% | +28.6% | +23.8% |
| 6M | +93.0% | -14.2% | +107.3% | +96.6% |
| YTD | +99.2% | +17.3% | +82.0% | +82.2% |
| 1Y | +142.6% | +4.3% | +138.3% | +130.3% |
| 3Y | +398.8% | +30.7% | +368.1% | +296.9% |
| All | +398.8% | +27.4% | +371.3% | +296.9% |
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