-35.5%
FLNC vs SBAC
-3.1%
-32.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.0% | -7.3% | -8.4% |
| 7D | -4.2% | +0.2% | -4.3% | -4.1% |
| 30D | -20.0% | +3.9% | -23.9% | -19.7% |
| 3M | -56.9% | -8.2% | -48.7% | -56.4% |
| 6M | -35.5% | -2.8% | -32.7% | -35.6% |
| All | -35.5% | -3.1% | -32.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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