+236.6%
SAP vs FLR
+7.4%
+229.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.5% |
| 7D | +0.6% | +5.4% | -4.8% | 0.0% |
| 30D | +6.5% | +2.8% | +3.7% | +6.1% |
| 3M | +12.2% | -6.4% | +18.6% | +12.7% |
| 6M | +46.1% | +8.8% | +37.3% | +43.2% |
| YTD | -1.6% | +23.6% | -25.2% | -5.4% |
| 1Y | -5.1% | +13.8% | -18.9% | -8.0% |
| 3Y | +68.4% | +36.5% | +31.9% | +56.6% |
| 5Y | +79.4% | +119.3% | -39.9% | +56.5% |
| All | +236.6% | +7.4% | +229.2% | +217.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling