+5.2%
SSPC vs FLR
-8.3%
+13.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.8% | +8.6% | +6.9% |
| 7D | +11.8% | +1.4% | +10.4% | +13.9% |
| 30D | +44.7% | -5.9% | +50.7% | +40.6% |
| 3M | -40.7% | -7.6% | -33.1% | -34.4% |
| All | +5.2% | -8.3% | +13.5% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling