+432.4%
SAN vs FLR
+513.8%
-81.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +1.0% |
| 7D | +4.0% | +5.4% | -1.4% | +2.2% |
| 30D | -7.8% | +2.8% | -10.7% | -8.9% |
| 3M | -16.4% | -6.4% | -10.0% | -15.1% |
| 6M | +3.5% | +8.8% | -5.2% | -1.4% |
| YTD | +6.7% | +23.6% | -16.9% | -3.6% |
| 1Y | +14.5% | +13.8% | +0.7% | +6.2% |
| 3Y | +243.5% | +36.5% | +207.0% | +177.2% |
| 5Y | +296.2% | +119.3% | +176.9% | +157.8% |
| 10Y | +268.5% | +8.0% | +260.5% | +140.7% |
| All | +432.4% | +513.8% | -81.4% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling