+3.3%
SHW vs FLNC
-71.1%
+74.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.3% | -0.8% |
| 7D | -4.5% | -5.0% | +0.5% | -4.2% |
| 30D | -12.7% | -26.1% | +13.4% | -11.2% |
| 3M | +4.7% | -55.2% | +59.9% | +9.0% |
| 6M | -3.4% | -42.6% | +39.2% | -3.0% |
| YTD | -1.3% | -51.0% | +49.7% | -0.7% |
| 1Y | -10.4% | +43.3% | -53.7% | -19.5% |
| 3Y | +20.1% | -63.4% | +83.5% | +13.9% |
| All | +3.3% | -71.1% | +74.4% | -8.3% |
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 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