+354.2%
SAN vs FLR
+60.4%
+293.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +3.3% | +0.7% | +2.7% | +3.2% |
| 30D | +1.1% | -0.7% | +1.8% | +1.0% |
| 3M | +22.2% | +14.3% | +7.9% | +17.8% |
| 6M | +36.0% | +25.6% | +10.4% | +27.6% |
| YTD | +28.2% | +42.9% | -14.6% | +17.5% |
| 1Y | +54.1% | +38.7% | +15.4% | +41.2% |
| 3Y | +354.2% | +61.8% | +292.5% | +264.7% |
| All | +354.2% | +60.4% | +293.8% | +264.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling