+264.0%
SPOT vs FLR
+5.3%
+258.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -2.8% |
| 7D | -0.9% | +5.4% | -6.4% | -1.7% |
| 30D | +12.5% | +11.4% | +1.1% | +10.4% |
| 3M | +9.9% | +11.4% | -1.5% | +7.3% |
| 6M | +1.6% | +16.6% | -15.1% | -2.0% |
| YTD | -6.6% | +41.7% | -48.3% | -12.5% |
| 1Y | -22.9% | +35.4% | -58.4% | -27.6% |
| 3Y | +244.3% | +57.3% | +187.0% | +209.3% |
| 5Y | +117.8% | +241.0% | -123.2% | +77.1% |
| All | +264.0% | +5.3% | +258.7% | +231.3% |
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