+91.5%
SLB vs FLNC
-67.0%
+158.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.2% |
| 7D | +0.4% | +6.0% | -5.5% | 0.0% |
| 30D | +13.6% | -16.3% | +29.9% | +14.8% |
| 3M | +1.5% | -54.1% | +55.6% | +6.3% |
| 6M | +23.0% | -25.3% | +48.3% | +22.0% |
| YTD | +51.2% | -44.2% | +95.4% | +51.9% |
| 1Y | +63.5% | +53.1% | +10.4% | +47.9% |
| 3Y | +2.5% | -58.3% | +60.8% | -4.5% |
| All | +91.5% | -67.0% | +158.5% | +75.7% |
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