+252.8%
SPOT vs FLR
+1.6%
+251.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -3.1% | -3.5% | +0.4% | -2.6% |
| 30D | +7.4% | +4.2% | +3.2% | +6.6% |
| 3M | +8.2% | +8.1% | +0.1% | +6.2% |
| 6M | +2.2% | +21.5% | -19.3% | -1.9% |
| YTD | -9.5% | +36.8% | -46.2% | -14.8% |
| 1Y | -23.8% | +31.2% | -55.0% | -28.1% |
| 3Y | +233.5% | +53.9% | +179.6% | +200.5% |
| 5Y | +112.2% | +243.0% | -130.8% | +72.6% |
| All | +252.8% | +1.6% | +251.2% | +222.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling