-14.4%
SMR vs FLNC
-26.6%
+12.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.5% | -18.1% | -16.3% |
| 7D | -11.2% | -4.1% | -7.2% | -10.2% |
| 30D | -10.2% | -24.8% | +14.6% | -3.1% |
| 3M | -10.0% | -59.1% | +49.1% | +13.0% |
| 6M | -30.5% | -42.0% | +11.5% | -24.7% |
| YTD | -39.2% | -49.8% | +10.6% | -32.9% |
| 1Y | -75.5% | +43.1% | -118.6% | -78.8% |
| 3Y | +45.4% | -61.0% | +106.4% | +47.4% |
| All | -14.4% | -26.6% | +12.2% | -25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling