+49.3%
SW vs FLR
+23.3%
+25.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.3% |
| 7D | +4.7% | -5.4% | +10.1% | +5.9% |
| 30D | +5.0% | -13.5% | +18.5% | +8.3% |
| 3M | -7.3% | -10.8% | +3.5% | -5.7% |
| 6M | +15.0% | -15.1% | +30.1% | +17.4% |
| YTD | +18.5% | +13.5% | +5.0% | +11.9% |
| 1Y | +27.1% | -5.1% | +32.3% | +25.2% |
| All | +49.3% | +23.3% | +25.9% | +23.3% |
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 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