+1.6%
SW vs FLNC
-84.8%
+86.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -2.6% | -16.2% | +13.6% | -1.4% |
| 30D | +7.2% | -28.1% | +35.4% | +9.6% |
| 3M | -10.5% | -61.3% | +50.8% | -4.1% |
| 6M | +9.9% | -79.9% | +89.7% | +22.1% |
| YTD | +17.2% | -74.3% | +91.6% | +24.7% |
| 1Y | +26.5% | -75.5% | +102.0% | +34.2% |
| 3Y | +47.7% | -70.4% | +118.0% | +39.4% |
| 5Y | +0.2% | -86.4% | +86.6% | -10.0% |
| All | +1.6% | -84.8% | +86.4% | -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