-72.3%
FLNC vs SFM
+233.0%
-305.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.1% |
| 7D | -5.0% | -8.8% | +3.8% | -3.9% |
| 30D | -26.1% | -14.5% | -11.6% | -24.7% |
| 3M | -55.2% | -16.8% | -38.3% | -54.3% |
| 6M | -42.6% | -5.3% | -37.2% | -43.1% |
| YTD | -51.0% | -9.4% | -41.6% | -51.1% |
| 1Y | +43.3% | -46.2% | +89.5% | +55.1% |
| 3Y | -63.4% | +81.3% | -144.7% | -72.4% |
| All | -72.3% | +233.0% | -305.3% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling