-0.1%
STM vs FLNC
-85.9%
+85.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.8% | +7.2% | +1.6% |
| 7D | +16.3% | -7.1% | +23.4% | +17.7% |
| 30D | -6.3% | -30.2% | +23.9% | -0.5% |
| 3M | -14.1% | -64.1% | +50.0% | +1.6% |
| 6M | -19.6% | -77.7% | +58.2% | +1.3% |
| YTD | +80.1% | -76.1% | +156.2% | +114.0% |
| 1Y | +95.4% | -75.4% | +170.7% | +127.7% |
| 3Y | +14.7% | -72.4% | +87.1% | +8.6% |
| 5Y | -5.4% | -87.4% | +82.0% | -13.6% |
| All | -0.1% | -85.9% | +85.8% | -10.0% |
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