-71.1%
FLNC vs SFM
+237.2%
-308.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.9% | -4.4% | -7.8% |
| 7D | -4.2% | -7.2% | +3.0% | -3.3% |
| 30D | -20.0% | -14.3% | -5.7% | -18.5% |
| 3M | -56.9% | -13.7% | -43.1% | -56.2% |
| 6M | -35.5% | -6.0% | -29.5% | -36.0% |
| YTD | -48.8% | -8.2% | -40.6% | -49.0% |
| 1Y | +49.3% | -46.2% | +95.5% | +61.7% |
| 3Y | -61.8% | +83.6% | -145.3% | -71.2% |
| All | -71.1% | +237.2% | -308.3% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling