+785.3%
SAP vs FLR
+603.8%
+181.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -2.9% | +5.4% | -8.3% | -4.0% |
| 30D | +9.0% | +11.4% | -2.4% | +6.1% |
| 3M | +14.9% | +11.4% | +3.5% | +10.9% |
| 6M | +11.9% | +16.6% | -4.7% | +5.8% |
| YTD | -9.9% | +41.7% | -51.6% | -18.6% |
| 1Y | -19.5% | +35.4% | -55.0% | -26.9% |
| 3Y | +61.8% | +57.3% | +4.5% | +35.9% |
| 5Y | +56.2% | +241.0% | -184.8% | +5.8% |
| 10Y | +180.6% | +16.6% | +164.0% | +106.8% |
| All | +785.3% | +603.8% | +181.5% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling