+1.9%
SW vs FLNC
-83.9%
+85.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | 0.0% |
| 7D | +1.8% | +3.6% | -1.8% | +1.4% |
| 30D | +7.0% | -27.3% | +34.3% | +9.4% |
| 3M | -7.6% | -59.1% | +51.4% | -1.5% |
| 6M | +8.5% | -77.6% | +86.2% | +19.6% |
| YTD | +17.7% | -72.7% | +90.4% | +24.6% |
| 1Y | +27.1% | -74.0% | +101.1% | +34.2% |
| 3Y | +48.2% | -69.6% | +117.8% | +39.7% |
| 5Y | -2.3% | -85.2% | +82.8% | -12.8% |
| All | +1.9% | -83.9% | +85.8% | -9.2% |
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