+53.3%
FLNC vs SGI
-17.2%
+70.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -4.9% | +8.5% | -13.4% | -6.0% |
| 30D | -27.3% | +0.7% | -27.9% | -27.4% |
| 3M | -61.9% | +0.6% | -62.5% | -61.8% |
| 6M | -34.5% | -17.9% | -16.6% | -32.4% |
| YTD | -47.7% | -21.2% | -26.5% | -44.7% |
| 1Y | +53.3% | -18.9% | +72.2% | +72.1% |
| All | +53.3% | -17.2% | +70.5% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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