+447.8%
SN vs FLNC
-83.1%
+530.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +1.5% | -11.2% | +12.7% | +2.5% |
| 30D | +21.5% | -24.6% | +46.1% | +24.0% |
| 3M | +20.0% | -64.6% | +84.6% | +30.0% |
| 6M | +119.9% | -78.8% | +198.7% | +144.7% |
| YTD | +102.3% | -76.3% | +178.7% | +117.0% |
| 1Y | +148.0% | -71.2% | +219.2% | +159.0% |
| 3Y | +450.0% | -71.9% | +521.9% | +405.7% |
| All | +447.8% | -83.1% | +530.9% | +342.9% |
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