+2.7%
SW vs FLNC
-84.8%
+87.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -15.9% | +14.4% | -0.3% |
| 7D | +4.7% | -16.3% | +21.0% | +5.9% |
| 30D | +5.0% | -36.6% | +41.6% | +8.5% |
| 3M | -7.3% | -64.2% | +56.9% | -0.1% |
| 6M | +15.0% | -59.9% | +74.8% | +19.9% |
| YTD | +18.5% | -74.2% | +92.8% | +26.1% |
| 1Y | +27.1% | -75.4% | +102.5% | +34.9% |
| 3Y | +49.3% | -73.2% | +122.5% | +42.4% |
| 5Y | -1.6% | -85.2% | +83.5% | -12.1% |
| All | +2.7% | -84.8% | +87.5% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling