+145.4%
SHEL vs FLNC
-70.4%
+215.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.7% |
| 7D | +4.1% | -4.1% | +8.2% | +4.3% |
| 30D | +8.4% | -24.8% | +33.2% | +9.5% |
| 3M | +13.7% | -59.1% | +72.8% | +17.3% |
| 6M | +12.7% | -42.0% | +54.7% | +13.3% |
| YTD | +35.3% | -49.8% | +85.1% | +36.3% |
| 1Y | +39.4% | +43.1% | -3.7% | +31.5% |
| 3Y | +71.5% | -61.0% | +132.4% | +65.2% |
| All | +145.4% | -70.4% | +215.8% | +126.4% |
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 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