-71.6%
FLNC vs SPYG
+81.6%
-153.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +0.9% |
| 7D | -4.1% | -0.9% | -3.2% | -2.4% |
| 30D | -24.8% | -1.5% | -23.3% | -22.4% |
| 3M | -59.1% | +3.7% | -62.8% | -60.8% |
| 6M | -42.0% | +16.4% | -58.4% | -53.3% |
| YTD | -49.8% | +13.3% | -63.1% | -56.9% |
| 1Y | +43.1% | +17.9% | +25.2% | +19.6% |
| 3Y | -61.0% | +98.3% | -159.3% | -87.5% |
| All | -71.6% | +81.6% | -153.3% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling