+45.3%
SO vs FLR
+60.4%
-15.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.0% |
| 7D | +1.0% | +0.7% | +0.4% | +1.0% |
| 30D | -3.2% | -0.7% | -2.5% | -3.2% |
| 3M | -1.7% | +14.3% | -16.0% | -1.3% |
| 6M | -7.2% | +25.6% | -32.8% | -6.6% |
| YTD | +4.6% | +42.9% | -38.3% | +5.6% |
| 1Y | +1.2% | +38.7% | -37.5% | +2.2% |
| 3Y | +45.3% | +61.8% | -16.5% | +38.6% |
| All | +45.3% | +60.4% | -15.1% | +38.6% |
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 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