+58.7%
SO vs FLR
+248.0%
-189.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 6M | -7.2% | +25.6% | -32.8% | -7.6% |
| YTD | +4.6% | +42.9% | -38.3% | +3.7% |
| 1Y | +1.2% | +38.7% | -37.5% | +0.4% |
| 3Y | +45.3% | +61.8% | -16.5% | +39.7% |
| 5Y | +58.7% | +254.1% | -195.4% | +43.5% |
| All | +58.7% | +248.0% | -189.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling