+53.3%
FLNC vs SM
+37.6%
+15.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -27.3% | +26.3% | -53.6% | -27.5% |
| 3M | -61.9% | +8.7% | -70.6% | -61.1% |
| 6M | -34.5% | +51.7% | -86.2% | -35.2% |
| YTD | -47.7% | +99.0% | -146.7% | -50.1% |
| 1Y | +53.3% | +34.6% | +18.7% | +67.0% |
| All | +53.3% | +37.6% | +15.8% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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