+56.0%
SAP vs FLNC
-67.0%
+123.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.3% | -2.1% |
| 7D | -0.3% | +6.0% | -6.2% | -0.7% |
| 30D | +2.6% | -16.3% | +18.9% | +3.7% |
| 3M | +16.3% | -54.1% | +70.4% | +21.6% |
| 6M | +6.4% | -25.3% | +31.7% | +5.5% |
| YTD | -11.4% | -44.2% | +32.8% | -11.4% |
| 1Y | -20.4% | +53.1% | -73.5% | -28.8% |
| 3Y | +56.5% | -58.3% | +114.8% | +47.7% |
| All | +56.0% | -67.0% | +123.0% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling