-73.1%
SMR vs FLNC
+53.3%
-126.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | +4.4% | -4.9% | +9.3% | +6.2% |
| 30D | +3.4% | -27.3% | +30.7% | +15.6% |
| 3M | -19.2% | -61.9% | +42.7% | +10.7% |
| 6M | -22.6% | -34.5% | +11.8% | -19.2% |
| YTD | -31.5% | -47.7% | +16.1% | -25.3% |
| 1Y | -73.1% | +53.3% | -126.4% | -79.0% |
| All | -73.1% | +53.3% | -126.4% | -79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling