-71.6%
FLNC vs SNY
+6.0%
-77.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -4.1% | -3.3% | -0.7% | -3.3% |
| 30D | -24.8% | -2.2% | -22.6% | -24.4% |
| 3M | -59.1% | -3.0% | -56.1% | -59.0% |
| 6M | -42.0% | +2.7% | -44.7% | -43.0% |
| YTD | -49.8% | -6.8% | -43.0% | -49.3% |
| 1Y | +43.1% | -5.3% | +48.3% | +43.8% |
| 3Y | -61.0% | -9.8% | -51.2% | -60.7% |
| All | -71.6% | +6.0% | -77.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling