-2.3%
SW vs FLNC
-87.7%
+85.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.9% | -11.2% | +8.3% | -2.1% |
| 30D | +5.0% | -24.6% | +29.7% | +7.0% |
| 3M | -13.7% | -64.6% | +50.9% | -7.0% |
| 6M | +8.0% | -78.8% | +86.8% | +19.5% |
| YTD | +14.0% | -76.3% | +90.3% | +22.0% |
| 1Y | +25.6% | -71.2% | +96.8% | +31.4% |
| 3Y | +40.1% | -71.9% | +112.0% | +32.8% |
| All | -2.3% | -87.7% | +85.4% | -17.1% |
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