+352.8%
SIMO vs FLNC
-70.4%
+423.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.5% | +4.8% | +7.0% |
| 7D | +11.0% | -4.1% | +15.1% | +11.5% |
| 30D | +17.9% | -24.8% | +42.7% | +21.7% |
| 3M | +3.9% | -59.1% | +63.0% | +14.1% |
| 6M | +131.0% | -42.0% | +173.0% | +140.2% |
| YTD | +209.3% | -49.8% | +259.1% | +220.5% |
| 1Y | +223.8% | +43.1% | +180.7% | +195.6% |
| 3Y | +479.2% | -61.0% | +540.2% | +451.6% |
| All | +352.8% | -70.4% | +423.2% | +355.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling