+120.1%
SPOT vs FLR
+112.0%
+8.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.6% |
| 7D | +1.6% | +5.4% | -3.8% | +0.5% |
| 30D | +16.9% | +2.8% | +14.1% | +15.8% |
| 3M | +23.0% | -6.4% | +29.4% | +23.8% |
| 6M | +42.2% | +8.8% | +33.4% | +36.0% |
| YTD | +5.5% | +23.6% | -18.1% | -3.8% |
| 1Y | -5.1% | +13.8% | -18.9% | -11.6% |
| 3Y | +257.9% | +36.5% | +221.4% | +188.7% |
| All | +120.1% | +112.0% | +8.0% | +50.2% |
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