+88.0%
SLB vs FLNC
-70.4%
+158.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -2.5% | -4.1% | +1.5% | -2.3% |
| 30D | +7.1% | -24.8% | +31.9% | +9.0% |
| 3M | +0.6% | -59.1% | +59.7% | +6.2% |
| 6M | +17.6% | -42.0% | +59.6% | +18.8% |
| YTD | +48.5% | -49.8% | +98.3% | +50.1% |
| 1Y | +59.4% | +43.1% | +16.3% | +44.7% |
| 3Y | -0.4% | -61.0% | +60.6% | -6.8% |
| All | +88.0% | -70.4% | +158.4% | +73.6% |
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