-68.4%
FLNC vs SFM
-35.8%
-32.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.6% | +6.5% | +10.4% |
| 7D | -2.1% | -12.3% | +10.2% | -1.6% |
| 30D | -20.8% | -16.2% | -4.6% | -20.5% |
| 3M | -61.3% | -36.8% | -24.5% | -61.2% |
| 6M | -50.9% | -32.6% | -18.3% | -51.2% |
| YTD | -69.4% | -31.7% | -37.6% | -70.0% |
| 1Y | -68.4% | -35.0% | -33.4% | -68.6% |
| All | -68.4% | -35.8% | -32.6% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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