+17.7%
STM vs FLNC
-63.7%
+81.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.7% | -0.9% |
| 7D | -1.1% | -5.0% | +3.9% | -0.4% |
| 30D | -7.8% | -26.1% | +18.3% | -3.6% |
| 3M | -28.2% | -55.2% | +27.0% | -19.4% |
| 6M | +52.0% | -42.6% | +94.6% | +60.7% |
| YTD | +96.4% | -51.0% | +147.4% | +107.6% |
| 1Y | +98.8% | +43.3% | +55.5% | +68.6% |
| All | +17.7% | -63.7% | +81.4% | +7.4% |
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