-5.0%
SHOP vs FLNC
-30.5%
+25.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.3% | +2.9% | -5.1% |
| 7D | -10.6% | -4.2% | -6.5% | -10.5% |
| 30D | -18.3% | -20.0% | +1.7% | -17.5% |
| 3M | +14.8% | -56.9% | +71.7% | +20.0% |
| 6M | -5.0% | -35.5% | +30.5% | -4.3% |
| All | -5.0% | -30.5% | +25.5% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling