+53.3%
FLNC vs SITM
+174.8%
-121.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.1% | -1.2% |
| 7D | -4.9% | +9.7% | -14.6% | -8.5% |
| 30D | -27.3% | +12.7% | -40.0% | -33.3% |
| 3M | -61.9% | -13.4% | -48.5% | -60.2% |
| 6M | -34.5% | +59.6% | -94.1% | -38.5% |
| YTD | -47.7% | +73.3% | -121.0% | -51.6% |
| 1Y | +53.3% | +165.5% | -112.2% | +60.4% |
| All | +53.3% | +174.8% | -121.4% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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