+52.2%
SAP vs FLNC
-70.4%
+122.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | 0.0% |
| 7D | -4.1% | -4.1% | 0.0% | -3.9% |
| 30D | +1.1% | -24.8% | +25.9% | +2.8% |
| 3M | +26.1% | -59.1% | +85.2% | +32.9% |
| 6M | +9.8% | -42.0% | +51.8% | +10.8% |
| YTD | -13.6% | -49.8% | +36.2% | -12.9% |
| 1Y | -18.7% | +43.1% | -61.8% | -27.1% |
| 3Y | +54.1% | -61.0% | +115.1% | +45.7% |
| All | +52.2% | -70.4% | +122.6% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling