+170.0%
SIMO vs FLNC
-87.7%
+257.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.5% |
| 7D | +4.1% | -11.2% | +15.3% | +5.7% |
| 30D | -24.0% | -24.6% | +0.7% | -21.2% |
| 3M | -31.8% | -64.6% | +32.8% | -23.1% |
| 6M | -36.9% | -78.8% | +41.9% | -25.7% |
| YTD | +84.8% | -76.3% | +161.2% | +109.1% |
| 1Y | +99.0% | -71.2% | +170.2% | +119.3% |
| 3Y | +217.9% | -71.9% | +289.8% | +220.0% |
| All | +170.0% | -87.7% | +257.7% | +190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling