+15.6%
STM vs FLNC
-70.1%
+85.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.9% |
| 7D | +1.4% | -16.2% | +17.6% | +4.3% |
| 30D | -8.4% | -28.1% | +19.8% | -3.8% |
| 3M | -15.8% | -61.3% | +45.4% | -3.5% |
| 6M | -22.8% | -79.9% | +57.0% | -4.5% |
| YTD | +79.4% | -74.3% | +153.7% | +108.0% |
| 1Y | +97.0% | -75.5% | +172.5% | +127.4% |
| All | +15.6% | -70.1% | +85.7% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling