+2.1%
SW vs FLNC
-67.0%
+69.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.7% | -10.1% | -4.0% |
| 7D | -2.6% | +6.0% | -8.5% | -3.1% |
| 30D | -7.5% | -16.3% | +8.8% | -6.2% |
| 3M | +10.3% | -54.1% | +64.4% | +16.6% |
| 6M | +5.4% | -25.3% | +30.7% | +5.0% |
| YTD | +17.9% | -44.2% | +62.0% | +18.6% |
| 1Y | -2.4% | +53.1% | -55.5% | -13.4% |
| 3Y | +28.7% | -58.3% | +87.0% | +19.6% |
| All | +2.1% | -67.0% | +69.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FLNC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling