-61.0%
FLNC vs SGI
+51.7%
-112.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | -4.1% | -4.5% | +0.4% | -1.8% |
| 30D | -24.8% | +4.2% | -28.9% | -26.3% |
| 3M | -59.1% | -7.4% | -51.7% | -57.7% |
| 6M | -42.0% | -15.1% | -26.9% | -39.3% |
| YTD | -49.8% | -24.7% | -25.1% | -43.4% |
| 1Y | +43.1% | -21.8% | +64.8% | +57.2% |
| 3Y | -61.0% | +50.0% | -111.0% | -75.1% |
| All | -61.0% | +51.7% | -112.7% | -75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling