+54.1%
SAP vs FLNC
-62.9%
+117.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | +0.1% |
| 7D | -4.1% | -4.1% | 0.0% | -4.0% |
| 30D | +1.1% | -24.8% | +25.9% | +2.0% |
| 3M | +26.1% | -59.1% | +85.2% | +29.8% |
| 6M | +9.8% | -42.0% | +51.8% | +10.5% |
| YTD | -13.6% | -49.8% | +36.2% | -13.2% |
| 1Y | -18.7% | +43.1% | -61.8% | -23.6% |
| 3Y | +54.1% | -61.0% | +115.1% | +50.2% |
| All | +54.1% | -62.9% | +117.0% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling