+860.8%
SAP vs FLR
+482.5%
+378.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.5% | -4.8% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | +11.1% | -9.1% | +20.2% | +13.0% |
| 3M | +17.0% | -4.7% | +21.7% | +17.2% |
| 6M | +34.8% | -14.2% | +49.1% | +36.0% |
| YTD | -2.2% | +17.3% | -19.5% | -8.5% |
| 1Y | -6.4% | +4.3% | -10.7% | -10.3% |
| 3Y | +75.1% | +30.7% | +44.4% | +52.6% |
| 5Y | +69.8% | +101.3% | -31.5% | +29.5% |
| 10Y | +219.8% | +12.4% | +207.5% | +133.2% |
| All | +860.8% | +482.5% | +378.3% | +294.2% |
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