+444.2%
SAN vs FLR
+534.4%
-90.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +3.4% | +6.3% | -2.9% | +1.2% |
| 30D | -6.3% | +1.8% | -8.1% | -7.1% |
| 3M | -14.1% | -4.4% | -9.7% | -13.4% |
| 6M | +4.2% | +15.9% | -11.7% | -2.9% |
| YTD | +9.0% | +27.7% | -18.7% | -2.5% |
| 1Y | +18.8% | +11.6% | +7.1% | +10.9% |
| 3Y | +252.0% | +39.9% | +212.1% | +181.7% |
| 5Y | +299.5% | +127.5% | +172.0% | +156.7% |
| 10Y | +276.7% | +11.6% | +265.1% | +143.3% |
| All | +444.2% | +534.4% | -90.2% | +101.2% |
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