+455.3%
SN vs FLR
+63.2%
+392.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.3% | +1.0% |
| 7D | +7.6% | +8.5% | -0.9% | +5.5% |
| 30D | +24.1% | -0.7% | +24.8% | +24.0% |
| 3M | +23.7% | -11.7% | +35.4% | +26.6% |
| 6M | +105.5% | +16.2% | +89.3% | +93.6% |
| YTD | +105.1% | +27.0% | +78.1% | +87.5% |
| 1Y | +148.3% | +10.1% | +138.2% | +135.3% |
| 3Y | +438.7% | +46.2% | +392.5% | +381.1% |
| All | +455.3% | +63.2% | +392.1% | +466.3% |
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