-5.9%
SAP vs FLR
+2.5%
-8.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.2% |
| 7D | +1.3% | +1.4% | 0.0% | +1.4% |
| 30D | +15.5% | -5.9% | +21.5% | +15.5% |
| 3M | +22.8% | -7.6% | +30.4% | +22.4% |
| 6M | +42.5% | -9.3% | +51.8% | +43.2% |
| YTD | +0.5% | +20.1% | -19.6% | -4.4% |
| 1Y | -5.9% | +3.0% | -8.9% | -7.1% |
| All | -5.9% | +2.5% | -8.5% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling