-61.0%
FLNC vs SAN
+352.3%
-413.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -24.8% | +0.9% | -25.7% | -25.2% |
| 3M | -59.1% | +19.1% | -78.2% | -62.6% |
| 6M | -42.0% | +33.2% | -75.2% | -50.2% |
| YTD | -49.8% | +29.1% | -78.9% | -56.5% |
| 1Y | +43.1% | +50.2% | -7.2% | +15.3% |
| 3Y | -61.0% | +351.0% | -412.0% | -85.2% |
| All | -61.0% | +352.3% | -413.2% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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