-69.9%
SE vs FLNC
-70.4%
+0.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.7% |
| 7D | -5.2% | -4.1% | -1.2% | -4.7% |
| 30D | -17.1% | -24.8% | +7.7% | -13.5% |
| 3M | +24.0% | -59.1% | +83.1% | +40.4% |
| 6M | +21.0% | -42.0% | +62.9% | +23.4% |
| YTD | -16.7% | -49.8% | +33.1% | -15.8% |
| 1Y | -45.9% | +43.1% | -89.0% | -58.5% |
| 3Y | +177.8% | -61.0% | +238.8% | +134.0% |
| All | -69.9% | -70.4% | +0.5% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling