+53.3%
FLNC vs S
+10.1%
+43.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | -4.9% | -7.7% | +2.8% | -0.8% |
| 30D | -27.3% | -5.3% | -21.9% | -26.1% |
| 3M | -61.9% | +20.3% | -82.1% | -66.9% |
| 6M | -34.5% | +47.4% | -81.9% | -45.8% |
| YTD | -47.7% | +32.5% | -80.2% | -54.6% |
| 1Y | +53.3% | +9.5% | +43.8% | +62.2% |
| All | +53.3% | +10.1% | +43.2% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling