+66.8%
SO vs FLNC
-70.4%
+137.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -0.7% |
| 7D | -1.1% | -4.1% | +3.0% | -1.1% |
| 30D | -5.0% | -24.8% | +19.8% | -5.0% |
| 3M | -5.8% | -59.1% | +53.3% | -5.6% |
| 6M | -7.9% | -42.0% | +34.0% | -8.1% |
| YTD | +2.4% | -49.8% | +52.2% | +2.2% |
| 1Y | -2.3% | +43.1% | -45.3% | -4.4% |
| 3Y | +41.9% | -61.0% | +102.8% | +40.6% |
| All | +66.8% | -70.4% | +137.2% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling