+179.0%
SAP vs FLR
+17.1%
+161.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | -0.3% | -3.1% | +2.9% | +0.1% |
| 30D | +0.3% | +4.9% | -4.7% | -0.3% |
| 3M | +16.9% | +10.8% | +6.1% | +14.9% |
| 6M | +6.3% | +19.7% | -13.3% | +3.2% |
| YTD | -12.4% | +38.4% | -50.8% | -16.6% |
| 1Y | -21.6% | +34.7% | -56.3% | -25.3% |
| 3Y | +54.8% | +56.7% | -1.9% | +42.2% |
| 5Y | +56.2% | +241.6% | -185.5% | +30.6% |
| 10Y | +179.0% | +20.2% | +158.8% | +151.1% |
| All | +179.0% | +17.1% | +161.9% | +151.1% |
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 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