+345.3%
SAN vs FLR
+19.7%
+325.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.0% | +2.0% |
| 7D | +0.2% | -3.5% | +3.7% | +1.0% |
| 30D | +0.9% | +4.2% | -3.2% | -0.1% |
| 3M | +19.1% | +8.1% | +11.0% | +16.2% |
| 6M | +33.2% | +21.5% | +11.7% | +26.1% |
| YTD | +29.1% | +36.8% | -7.7% | +19.1% |
| 1Y | +50.2% | +31.2% | +19.0% | +39.1% |
| 3Y | +351.0% | +53.9% | +297.1% | +287.3% |
| 5Y | +394.7% | +243.0% | +151.6% | +250.2% |
| All | +345.3% | +19.7% | +325.5% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling