-71.6%
FLNC vs SGI
+50.6%
-122.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.8% |
| 7D | -4.1% | -4.5% | +0.4% | -0.8% |
| 30D | -24.8% | +4.2% | -28.9% | -27.0% |
| 3M | -59.1% | -7.4% | -51.7% | -57.2% |
| 6M | -42.0% | -15.1% | -26.9% | -38.3% |
| YTD | -49.8% | -24.7% | -25.1% | -41.8% |
| 1Y | +43.1% | -21.8% | +64.8% | +59.4% |
| 3Y | -61.0% | +50.0% | -111.0% | -76.7% |
| All | -71.6% | +50.6% | -122.2% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling