+254.8%
SPOT vs FLR
+6.2%
+248.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.4% | -2.7% |
| 7D | -2.9% | +0.7% | -3.5% | -2.9% |
| 30D | +8.3% | -0.7% | +9.0% | +8.1% |
| 3M | +5.1% | +14.3% | -9.3% | +2.3% |
| 6M | -6.5% | +25.6% | -32.1% | -10.7% |
| YTD | -9.0% | +42.9% | -51.8% | -14.8% |
| 1Y | -26.4% | +38.7% | -65.1% | -31.1% |
| 3Y | +240.0% | +61.8% | +178.3% | +204.3% |
| 5Y | +111.7% | +254.1% | -142.4% | +71.4% |
| All | +254.8% | +6.2% | +248.6% | +222.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling