-61.0%
FLNC vs SITM
+452.7%
-513.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.1% | +0.3% |
| 7D | -4.1% | +3.9% | -7.9% | -5.6% |
| 30D | -24.8% | -6.6% | -18.2% | -23.2% |
| 3M | -59.1% | -11.9% | -47.2% | -58.1% |
| 6M | -42.0% | +81.1% | -123.1% | -52.8% |
| YTD | -49.8% | +80.0% | -129.8% | -61.2% |
| 1Y | +43.1% | +145.8% | -102.8% | -3.2% |
| 3Y | -61.0% | +475.9% | -536.8% | -83.6% |
| All | -61.0% | +452.7% | -513.6% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling