-72.3%
FLNC vs SBAC
-43.3%
-29.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.4% | -2.7% |
| 7D | -5.0% | -5.3% | +0.3% | -2.1% |
| 30D | -26.1% | +0.4% | -26.5% | -26.3% |
| 3M | -55.2% | -11.9% | -43.3% | -52.5% |
| 6M | -42.6% | -4.5% | -38.1% | -43.5% |
| YTD | -51.0% | -4.3% | -46.7% | -52.0% |
| 1Y | +43.3% | -3.9% | +47.2% | +40.2% |
| 3Y | -63.4% | -11.0% | -52.4% | -64.0% |
| All | -72.3% | -43.3% | -29.1% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling