+81.3%
SPG vs FLNC
-69.8%
+151.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.3% | +5.9% | -1.9% |
| 7D | -1.7% | -4.2% | +2.5% | -1.4% |
| 30D | -6.3% | -20.0% | +13.7% | -5.0% |
| 3M | -2.4% | -56.9% | +54.4% | +2.2% |
| 6M | +9.6% | -35.5% | +45.2% | +9.1% |
| YTD | +14.2% | -48.8% | +63.0% | +14.1% |
| 1Y | +19.3% | +49.3% | -30.0% | +3.9% |
| 3Y | +106.7% | -61.8% | +168.5% | +91.1% |
| All | +81.3% | -69.8% | +151.1% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling