+439.5%
SN vs FLR
+50.7%
+388.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.7% | +1.9% |
| 7D | +7.2% | -0.8% | +8.0% | +7.3% |
| 30D | +20.4% | -9.1% | +29.5% | +22.9% |
| 3M | +23.9% | -4.7% | +28.6% | +23.8% |
| 6M | +93.0% | -14.2% | +107.3% | +96.2% |
| YTD | +99.2% | +17.3% | +82.0% | +85.7% |
| 1Y | +142.6% | +4.3% | +138.3% | +132.8% |
| 3Y | +398.8% | +30.7% | +368.1% | +350.2% |
| All | +439.5% | +50.7% | +388.8% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling