+1,469.6%
SO vs FLR
+530.7%
+938.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +0.9% |
| 7D | -1.1% | +8.5% | -9.6% | -1.6% |
| 30D | +8.6% | -0.7% | +9.3% | +8.5% |
| 3M | +1.8% | -11.7% | +13.5% | +2.4% |
| 6M | +3.6% | +16.2% | -12.6% | +2.3% |
| YTD | +9.9% | +27.0% | -17.1% | +7.6% |
| 1Y | +5.7% | +10.1% | -4.4% | +4.3% |
| 3Y | +52.5% | +46.2% | +6.3% | +45.4% |
| 5Y | +77.3% | +121.4% | -44.1% | +62.6% |
| 10Y | +186.8% | +11.0% | +175.8% | +169.5% |
| All | +1,469.6% | +530.7% | +938.9% | +1,061.0% |
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