+59.8%
SAP vs FLR
+56.7%
+3.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -2.9% | +5.4% | -8.3% | -3.4% |
| 30D | +9.0% | +11.4% | -2.4% | +7.6% |
| 3M | +14.9% | +11.4% | +3.5% | +12.9% |
| 6M | +11.9% | +16.6% | -4.7% | +8.6% |
| YTD | -9.9% | +41.7% | -51.6% | -15.5% |
| 1Y | -19.5% | +35.4% | -55.0% | -24.2% |
| All | +59.8% | +56.7% | +3.0% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling