+5.7%
SW vs FLNC
-69.1%
+74.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -5.1% | -4.9% | -0.2% | -4.7% |
| 30D | -4.6% | -27.3% | +22.7% | -2.2% |
| 3M | +9.4% | -61.9% | +71.3% | +17.3% |
| 6M | +3.5% | -34.5% | +38.0% | +4.2% |
| YTD | +22.0% | -47.7% | +69.7% | +23.5% |
| 1Y | +2.2% | +53.3% | -51.1% | -9.5% |
| 3Y | +19.6% | -62.4% | +82.0% | +12.2% |
| All | +5.7% | -69.1% | +74.8% | -10.1% |
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 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