-68.4%
FLNC vs SPYG
+10.8%
-79.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +1.3% | +8.9% | +6.5% |
| 7D | -2.1% | -2.8% | +0.7% | +6.7% |
| 30D | -20.8% | -6.2% | -14.6% | -3.5% |
| 3M | -61.3% | -3.6% | -57.7% | -56.8% |
| 6M | -50.9% | +4.8% | -55.6% | -53.4% |
| YTD | -69.4% | +11.0% | -80.3% | -73.1% |
| 1Y | -68.4% | +11.2% | -79.6% | -71.7% |
| All | -68.4% | +10.8% | -79.3% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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