+106.6%
SPG vs FLNC
-63.7%
+170.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.2% |
| 7D | -2.2% | -5.0% | +2.8% | -2.1% |
| 30D | -5.8% | -26.1% | +20.3% | -5.0% |
| 3M | -2.8% | -55.2% | +52.4% | -0.8% |
| 6M | +8.9% | -42.6% | +51.5% | +8.9% |
| YTD | +14.3% | -51.0% | +65.3% | +13.9% |
| 1Y | +19.5% | +43.3% | -23.9% | +7.9% |
| All | +106.6% | -63.7% | +170.4% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling