+53.3%
FLNC vs SARO
-7.4%
+60.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | -4.9% | -0.8% | -4.1% | -4.5% |
| 30D | -27.3% | -20.0% | -7.3% | -17.9% |
| 3M | -61.9% | -2.9% | -59.0% | -60.6% |
| 6M | -34.5% | -17.7% | -16.8% | -24.2% |
| YTD | -47.7% | -13.5% | -34.2% | -44.7% |
| 1Y | +53.3% | -9.7% | +63.0% | +50.3% |
| All | +53.3% | -7.4% | +60.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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 · 6 months rolling