+307.8%
SIMO vs FLNC
-69.1%
+376.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.5% |
| 7D | +4.2% | -4.9% | +9.1% | +4.9% |
| 30D | +4.1% | -27.3% | +31.4% | +7.8% |
| 3M | -12.9% | -61.9% | +49.0% | -3.7% |
| 6M | +110.3% | -34.5% | +144.8% | +115.9% |
| YTD | +178.6% | -47.7% | +226.2% | +187.3% |
| 1Y | +220.0% | +53.3% | +166.7% | +189.8% |
| 3Y | +409.0% | -62.4% | +471.5% | +385.8% |
| All | +307.8% | -69.1% | +376.9% | +308.0% |
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 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