+15.0%
SW vs FLNC
-58.7%
+73.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.9% | +14.4% | -0.6% |
| 7D | +4.7% | -16.3% | +21.0% | +5.5% |
| 30D | +5.0% | -36.6% | +41.6% | +7.4% |
| 3M | -7.3% | -64.2% | +56.9% | -2.3% |
| 6M | +15.0% | -59.9% | +74.8% | +22.3% |
| All | +15.0% | -58.7% | +73.7% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling