+10.6%
STM vs FLNC
-70.4%
+80.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.1% |
| 7D | -1.4% | -4.1% | +2.7% | -0.8% |
| 30D | -4.9% | -24.8% | +19.8% | -0.4% |
| 3M | -34.0% | -59.1% | +25.1% | -23.6% |
| 6M | +51.8% | -42.0% | +93.8% | +60.0% |
| YTD | +99.4% | -49.8% | +149.2% | +109.8% |
| 1Y | +99.1% | +43.1% | +56.0% | +63.6% |
| 3Y | +19.5% | -61.0% | +80.4% | +8.3% |
| All | +10.6% | -70.4% | +80.9% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling