-2.6%
SW vs FLNC
-85.3%
+82.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.4% | -1.2% |
| 7D | +2.3% | -7.9% | +10.2% | +2.8% |
| 30D | +6.8% | -31.3% | +38.1% | +9.6% |
| 3M | -5.2% | -60.1% | +54.9% | +1.3% |
| 6M | +7.4% | -61.1% | +68.6% | +12.3% |
| YTD | +17.4% | -73.4% | +90.8% | +24.6% |
| 1Y | +27.1% | -73.4% | +100.5% | +33.9% |
| 3Y | +47.9% | -71.9% | +119.8% | +40.4% |
| All | -2.6% | -85.3% | +82.7% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling