+82.0%
SPOT vs FLNC
-70.4%
+152.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.5% |
| 7D | -3.1% | -4.1% | +1.0% | -2.7% |
| 30D | +7.4% | -24.8% | +32.2% | +10.5% |
| 3M | +8.2% | -59.1% | +67.3% | +18.1% |
| 6M | +2.2% | -42.0% | +44.2% | +3.4% |
| YTD | -9.5% | -49.8% | +40.3% | -8.5% |
| 1Y | -23.8% | +43.1% | -66.9% | -37.3% |
| 3Y | +233.5% | -61.0% | +294.4% | +199.9% |
| All | +82.0% | -70.4% | +152.3% | +47.6% |
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