-40.9%
SE vs FLNC
+53.3%
-94.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -6.1% | -4.9% | -1.2% | -5.9% |
| 30D | -2.5% | -27.3% | +24.8% | -1.3% |
| 3M | +21.7% | -61.9% | +83.6% | +25.8% |
| 6M | +27.0% | -34.5% | +61.5% | +27.1% |
| YTD | -12.1% | -47.7% | +35.5% | -12.9% |
| 1Y | -40.9% | +53.3% | -94.2% | -47.4% |
| All | -40.9% | +53.3% | -94.2% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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