+2.3%
SW vs FLNC
-85.3%
+87.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.1% | +9.5% | +1.1% |
| 7D | +2.2% | -10.7% | +12.9% | +2.9% |
| 30D | +7.4% | -33.9% | +41.4% | +10.6% |
| 3M | -5.9% | -61.2% | +55.2% | +0.7% |
| 6M | +9.0% | -79.7% | +88.6% | +21.0% |
| YTD | +18.1% | -75.2% | +93.3% | +26.0% |
| 1Y | +28.7% | -77.5% | +106.1% | +37.5% |
| 3Y | +48.8% | -71.4% | +120.1% | +40.8% |
| 5Y | +2.5% | -85.6% | +88.1% | -8.3% |
| All | +2.3% | -85.3% | +87.7% | -8.2% |
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