-85.6%
SMR vs FLNC
-69.0%
-16.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +10.2% | -14.7% | -7.8% |
| 7D | -9.5% | -2.1% | -7.4% | -9.3% |
| 30D | -33.2% | -20.8% | -12.4% | -28.2% |
| 3M | -45.9% | -61.3% | +15.4% | -27.7% |
| 6M | -57.9% | -50.9% | -7.0% | -52.6% |
| YTD | -63.8% | -69.4% | +5.6% | -54.2% |
| 1Y | -85.6% | -68.4% | -17.2% | -82.3% |
| All | -85.6% | -69.0% | -16.6% | -82.3% |
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