+196.4%
SO vs FLR
+7.4%
+189.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +1.4% | +5.4% | -4.0% | +1.3% |
| 30D | +4.7% | +2.8% | +1.9% | +4.7% |
| 3M | +1.7% | -6.4% | +8.1% | +1.8% |
| 6M | +2.2% | +8.8% | -6.6% | +1.9% |
| YTD | +10.0% | +23.6% | -13.6% | +9.5% |
| 1Y | +6.0% | +13.8% | -7.8% | +5.7% |
| 3Y | +54.1% | +36.5% | +17.6% | +52.2% |
| 5Y | +79.6% | +119.3% | -39.7% | +75.3% |
| All | +196.4% | +7.4% | +189.0% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling