-5.9%
SAP vs FLNC
-69.0%
+63.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.2% | -6.0% | +4.1% |
| 7D | +1.3% | -2.1% | +3.4% | +1.3% |
| 30D | +15.5% | -20.8% | +36.3% | +15.9% |
| 3M | +22.8% | -61.3% | +84.1% | +24.3% |
| 6M | +42.5% | -50.9% | +93.3% | +43.2% |
| YTD | +0.5% | -69.4% | +69.9% | +0.9% |
| 1Y | -5.9% | -68.4% | +62.5% | -5.8% |
| All | -5.9% | -69.0% | +63.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling