-72.3%
FLNC vs SITM
+146.4%
-218.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.4% | -5.2% |
| 7D | -5.0% | +4.8% | -9.8% | -7.1% |
| 30D | -26.1% | -9.7% | -16.4% | -23.3% |
| 3M | -55.2% | -9.3% | -45.9% | -54.5% |
| 6M | -42.6% | +69.5% | -112.1% | -54.3% |
| YTD | -51.0% | +70.5% | -121.5% | -63.6% |
| 1Y | +43.3% | +145.3% | -101.9% | -10.9% |
| 3Y | -63.4% | +432.8% | -496.2% | -86.7% |
| All | -72.3% | +146.4% | -218.7% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling