+52.0%
STT vs FLNC
-69.0%
+121.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.2% | -8.0% | +1.6% |
| 7D | -0.1% | -2.1% | +2.0% | 0.0% |
| 30D | -1.7% | -20.8% | +19.1% | -0.7% |
| 3M | -6.4% | -61.3% | +54.9% | -2.3% |
| 6M | +17.7% | -50.9% | +68.5% | +20.2% |
| YTD | +36.9% | -69.4% | +106.2% | +42.1% |
| 1Y | +52.0% | -68.4% | +120.4% | +56.5% |
| All | +52.0% | -69.0% | +121.0% | +56.5% |
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