-71.6%
FLNC vs SIRI
-41.7%
-30.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.2% |
| 7D | -4.1% | +0.6% | -4.6% | -4.2% |
| 30D | -24.8% | +2.5% | -27.3% | -25.4% |
| 3M | -59.1% | +6.6% | -65.7% | -60.2% |
| 6M | -42.0% | +32.9% | -74.8% | -47.2% |
| YTD | -49.8% | +50.5% | -100.3% | -57.1% |
| 1Y | +43.1% | +28.0% | +15.1% | +28.8% |
| 3Y | -61.0% | -22.4% | -38.5% | -60.5% |
| All | -71.6% | -41.7% | -30.0% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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