-68.5%
FLNC vs SAN
+358.1%
-426.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.1% | +7.0% |
| 7D | +6.0% | +3.3% | +2.6% | +3.7% |
| 30D | -16.3% | +1.1% | -17.4% | -17.0% |
| 3M | -54.1% | +22.2% | -76.3% | -59.1% |
| 6M | -25.3% | +36.0% | -61.3% | -38.2% |
| YTD | -44.2% | +28.2% | -72.4% | -52.4% |
| 1Y | +53.1% | +54.1% | -1.0% | +17.4% |
| 3Y | -58.3% | +354.2% | -412.6% | -85.1% |
| All | -68.5% | +358.1% | -426.6% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling