+224.0%
SAP vs FLR
+10.4%
+213.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | +1.5% | +5.1% | -3.6% | +0.9% |
| 30D | +8.8% | -0.5% | +9.3% | +8.7% |
| 3M | +12.1% | -3.5% | +15.5% | +12.2% |
| 6M | +34.6% | +16.5% | +18.1% | +31.0% |
| YTD | -2.1% | +27.3% | -29.4% | -6.2% |
| 1Y | -5.5% | +10.6% | -16.2% | -8.1% |
| 3Y | +67.4% | +39.4% | +28.1% | +55.4% |
| 5Y | +74.6% | +126.4% | -51.8% | +51.8% |
| 10Y | +224.0% | +8.4% | +215.6% | +203.4% |
| All | +224.0% | +10.4% | +213.7% | +203.4% |
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