-71.1%
FLNC vs SM
+31.7%
-102.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.6% | -8.9% | -8.6% |
| 7D | -4.2% | -0.2% | -3.9% | -4.1% |
| 30D | -20.0% | +20.3% | -40.3% | -25.7% |
| 3M | -56.9% | +22.9% | -79.8% | -61.3% |
| 6M | -35.5% | +47.8% | -83.4% | -47.5% |
| YTD | -48.8% | +107.5% | -156.3% | -64.4% |
| 1Y | +49.3% | +51.7% | -2.5% | +17.8% |
| 3Y | -61.8% | -0.9% | -60.9% | -65.9% |
| All | -71.1% | +31.7% | -102.7% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling