+1,378.0%
SO vs FLR
+603.8%
+774.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -0.2% | +5.4% | -5.6% | -0.5% |
| 30D | -4.6% | +11.4% | -16.0% | -5.3% |
| 3M | -3.0% | +11.4% | -14.4% | -3.9% |
| 6M | -8.3% | +16.6% | -24.9% | -9.5% |
| YTD | +3.5% | +41.7% | -38.2% | +0.8% |
| 1Y | -0.9% | +35.4% | -36.3% | -3.4% |
| 3Y | +45.4% | +57.3% | -12.0% | +38.1% |
| 5Y | +59.6% | +241.0% | -181.4% | +42.3% |
| 10Y | +156.6% | +16.6% | +140.0% | +141.0% |
| All | +1,378.0% | +603.8% | +774.2% | +987.5% |
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 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