+68.0%
STM vs FLNC
-74.3%
+142.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -15.9% | +3.5% | -9.6% |
| 7D | -20.1% | -16.3% | -3.7% | -17.6% |
| 30D | -32.0% | -36.6% | +4.6% | -26.7% |
| 3M | -24.2% | -64.2% | +40.0% | -11.2% |
| 6M | -29.9% | -59.9% | +29.9% | -17.1% |
| YTD | +54.9% | -74.2% | +129.1% | +85.2% |
| 1Y | +68.0% | -75.4% | +143.4% | +100.6% |
| All | +68.0% | -74.3% | +142.3% | +100.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling