-6.4%
SSPC vs FLR
-2.5%
-4.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.2% | +4.9% |
| 7D | -11.1% | +6.3% | -17.4% | -1.2% |
| 30D | +19.1% | +1.8% | +17.2% | +30.5% |
| 3M | -31.7% | -4.4% | -27.3% | -28.3% |
| All | -6.4% | -2.5% | -4.0% | +18.8% |
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 · Available span rolling