+67.9%
SO vs FLNC
-71.1%
+139.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.6% | -0.7% |
| 7D | -1.1% | -5.0% | +3.9% | -1.1% |
| 30D | -3.7% | -26.1% | +22.3% | -3.7% |
| 3M | -5.9% | -55.2% | +49.3% | -5.8% |
| 6M | -7.3% | -42.6% | +35.3% | -7.5% |
| YTD | +3.1% | -51.0% | +54.1% | +2.8% |
| 1Y | -1.0% | +43.3% | -44.3% | -3.2% |
| 3Y | +43.2% | -63.4% | +106.6% | +42.1% |
| All | +67.9% | -71.1% | +139.0% | +63.1% |
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