+307.8%
SPY vs FLR
+7.4%
+300.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.6% | +5.4% | -2.8% | +1.9% |
| 30D | -2.0% | +2.8% | -4.8% | -2.4% |
| 3M | -2.8% | -6.4% | +3.6% | -2.1% |
| 6M | +2.1% | +8.8% | -6.6% | +0.3% |
| YTD | +11.5% | +23.6% | -12.1% | +7.0% |
| 1Y | +13.5% | +13.8% | -0.3% | +10.0% |
| 3Y | +77.7% | +36.5% | +41.2% | +64.4% |
| 5Y | +72.6% | +119.3% | -46.7% | +48.5% |
| All | +307.8% | +7.4% | +300.5% | +273.9% |
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