+78.5%
SPY vs FLR
+60.4%
+18.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +0.5% | +0.7% | -0.1% | +0.4% |
| 30D | -0.9% | -0.7% | -0.3% | -1.0% |
| 3M | +3.9% | +14.3% | -10.5% | +0.9% |
| 6M | +14.5% | +25.6% | -11.1% | +8.6% |
| YTD | +12.9% | +42.9% | -30.0% | +4.3% |
| 1Y | +19.4% | +38.7% | -19.4% | +10.3% |
| 3Y | +78.5% | +61.8% | +16.7% | +49.8% |
| All | +78.5% | +60.4% | +18.1% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling