+28.2%
SW vs FLNC
-75.3%
+103.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | +0.1% |
| 7D | +1.8% | +3.6% | -1.8% | +1.6% |
| 30D | +7.0% | -27.3% | +34.3% | +8.6% |
| 3M | -7.6% | -59.1% | +51.4% | -3.6% |
| 6M | +8.5% | -77.6% | +86.2% | +16.0% |
| YTD | +17.7% | -72.7% | +90.4% | +21.8% |
| All | +28.2% | -75.3% | +103.5% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling