-68.5%
FLNC vs SPY
+79.4%
-147.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +7.9% |
| 7D | +6.0% | +0.5% | +5.4% | +4.4% |
| 30D | -16.3% | -0.9% | -15.4% | -14.4% |
| 3M | -54.1% | +3.9% | -58.0% | -56.9% |
| 6M | -25.3% | +14.5% | -39.8% | -42.3% |
| YTD | -44.2% | +12.9% | -57.1% | -54.7% |
| 1Y | +53.1% | +19.4% | +33.8% | +15.1% |
| 3Y | -58.3% | +78.5% | -136.8% | -86.9% |
| All | -68.5% | +79.4% | -147.8% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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