+265.3%
SAN vs FLR
+8.6%
+256.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.3% |
| 7D | +1.0% | +10.1% | -9.1% | -1.1% |
| 30D | -9.4% | -0.5% | -8.9% | -9.4% |
| 3M | -17.1% | -4.8% | -12.3% | -16.6% |
| 6M | +2.2% | +10.7% | -8.5% | -1.2% |
| YTD | +6.0% | +25.0% | -19.0% | -0.5% |
| 1Y | +12.7% | +8.3% | +4.4% | +8.9% |
| 3Y | +242.1% | +36.8% | +205.3% | +200.9% |
| 5Y | +293.6% | +121.8% | +171.8% | +205.4% |
| All | +265.3% | +8.6% | +256.7% | +213.4% |
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