+81.6%
SPG vs FLNC
-70.4%
+152.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -1.2% | -4.1% | +2.9% | -0.9% |
| 30D | -6.1% | -24.8% | +18.6% | -4.6% |
| 3M | -3.6% | -59.1% | +55.5% | +1.3% |
| 6M | +10.4% | -42.0% | +52.4% | +10.8% |
| YTD | +14.4% | -49.8% | +64.2% | +14.4% |
| 1Y | +16.5% | +43.1% | -26.5% | +1.8% |
| 3Y | +106.8% | -61.0% | +167.7% | +90.4% |
| All | +81.6% | -70.4% | +152.0% | +58.3% |
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 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