-63.0%
FLNC vs SNY
-8.4%
-54.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.4% |
| 7D | -9.1% | -2.1% | -7.0% | -8.8% |
| 30D | -28.4% | -0.9% | -27.5% | -28.3% |
| 3M | -60.3% | -2.1% | -58.2% | -60.3% |
| 6M | -42.6% | +4.9% | -47.4% | -43.7% |
| YTD | -52.4% | -5.6% | -46.8% | -52.1% |
| 1Y | +34.4% | -2.8% | +37.2% | +34.4% |
| 3Y | -63.0% | -8.7% | -54.3% | -61.2% |
| All | -63.0% | -8.4% | -54.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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