+143.4%
SHEL vs FLNC
-71.1%
+214.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.5% |
| 7D | +3.9% | -5.0% | +8.9% | +4.1% |
| 30D | +7.0% | -26.1% | +33.0% | +8.1% |
| 3M | +12.5% | -55.2% | +67.7% | +15.6% |
| 6M | +14.8% | -42.6% | +57.4% | +15.4% |
| YTD | +34.2% | -51.0% | +85.2% | +35.3% |
| 1Y | +37.0% | +43.3% | -6.3% | +29.2% |
| 3Y | +70.9% | -63.4% | +134.3% | +65.2% |
| All | +143.4% | -71.1% | +214.5% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling