-54.6%
FLNC vs SARO
-22.5%
-32.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.8% | +1.9% |
| 7D | -4.1% | -3.1% | -1.0% | -3.0% |
| 30D | -24.8% | -12.2% | -12.5% | -21.3% |
| 3M | -59.1% | -7.4% | -51.7% | -57.6% |
| 6M | -42.0% | -15.3% | -26.7% | -39.1% |
| YTD | -49.8% | -16.2% | -33.6% | -47.0% |
| 1Y | +43.1% | -12.1% | +55.2% | +48.6% |
| All | -54.6% | -22.5% | -32.1% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling