+47.9%
SW vs FLNC
-72.6%
+120.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.4% | -1.2% |
| 7D | +2.3% | -7.9% | +10.2% | +2.7% |
| 30D | +6.8% | -31.3% | +38.1% | +9.2% |
| 3M | -5.2% | -60.1% | +54.9% | +0.5% |
| 6M | +7.4% | -61.1% | +68.6% | +11.9% |
| YTD | +17.4% | -73.4% | +90.8% | +23.8% |
| 1Y | +27.1% | -73.4% | +100.5% | +33.1% |
| 3Y | +47.9% | -71.9% | +119.8% | +42.3% |
| All | +47.9% | -72.6% | +120.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling