-0.4%
SW vs FLNC
-85.9%
+85.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.8% | +4.9% | -1.4% |
| 7D | -3.0% | -7.1% | +4.1% | -2.5% |
| 30D | +4.2% | -30.2% | +34.3% | +6.7% |
| 3M | -11.5% | -64.1% | +52.6% | -4.7% |
| 6M | +8.6% | -77.7% | +86.4% | +19.8% |
| YTD | +15.0% | -76.1% | +91.0% | +23.0% |
| 1Y | +25.7% | -75.4% | +101.0% | +33.2% |
| 3Y | +44.8% | -72.4% | +117.2% | +37.4% |
| 5Y | -1.7% | -87.4% | +85.6% | -11.2% |
| All | -0.4% | -85.9% | +85.5% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling