+21.3%
SHW vs FLNC
-62.9%
+84.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +1.8% |
| 7D | -3.1% | -4.1% | +0.9% | -3.0% |
| 30D | -10.0% | -24.8% | +14.7% | -9.3% |
| 3M | +2.3% | -59.1% | +61.4% | +4.8% |
| 6M | +0.7% | -42.0% | +42.6% | +0.8% |
| YTD | +0.5% | -49.8% | +50.3% | +0.7% |
| 1Y | -11.5% | +43.1% | -54.6% | -18.0% |
| 3Y | +21.3% | -61.0% | +82.3% | +19.0% |
| All | +21.3% | -62.9% | +84.2% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling