-71.6%
FLNC vs SFM
+235.6%
-307.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | -4.1% | -10.6% | +6.6% | -2.7% |
| 30D | -24.8% | -15.5% | -9.3% | -23.2% |
| 3M | -59.1% | -17.4% | -41.7% | -58.2% |
| 6M | -42.0% | -3.4% | -38.5% | -42.6% |
| YTD | -49.8% | -8.7% | -41.1% | -50.0% |
| 1Y | +43.1% | -47.2% | +90.3% | +55.5% |
| 3Y | -61.0% | +82.7% | -143.7% | -70.6% |
| All | -71.6% | +235.6% | -307.2% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling