+293.4%
SN vs FLNC
-64.9%
+358.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.3% | -3.6% |
| 7D | -7.2% | -5.0% | -2.2% | -6.8% |
| 30D | -13.4% | -26.1% | +12.7% | -11.2% |
| 3M | +26.8% | -55.2% | +82.0% | +34.7% |
| 6M | +44.6% | -42.6% | +87.2% | +46.5% |
| YTD | +45.3% | -51.0% | +96.3% | +47.5% |
| 1Y | +40.1% | +43.3% | -3.2% | +21.5% |
| 3Y | +375.3% | -63.4% | +438.7% | +282.9% |
| All | +293.4% | -64.9% | +358.3% | +201.1% |
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