+162.0%
SO vs FLR
+17.1%
+144.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.7% |
| 7D | 0.0% | -3.1% | +3.2% | +0.1% |
| 30D | -2.5% | +4.9% | -7.4% | -2.5% |
| 3M | -4.2% | +10.8% | -15.0% | -4.3% |
| 6M | -7.7% | +19.7% | -27.3% | -7.9% |
| YTD | +3.8% | +38.4% | -34.6% | +3.2% |
| 1Y | +0.1% | +34.7% | -34.6% | -0.5% |
| 3Y | +44.2% | +56.7% | -12.5% | +42.2% |
| 5Y | +57.9% | +241.6% | -183.8% | +53.4% |
| 10Y | +162.0% | +20.2% | +141.8% | +165.7% |
| All | +162.0% | +17.1% | +144.8% | +165.7% |
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