+194.7%
STT vs FLNC
-63.7%
+258.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.1% |
| 7D | -1.4% | -5.0% | +3.6% | -1.1% |
| 30D | +2.2% | -26.1% | +28.3% | +4.0% |
| 3M | +18.8% | -55.2% | +74.0% | +24.0% |
| 6M | +57.9% | -42.6% | +100.5% | +59.9% |
| YTD | +51.0% | -51.0% | +102.0% | +53.0% |
| 1Y | +77.1% | +43.3% | +33.8% | +63.8% |
| All | +194.7% | -63.7% | +258.4% | +180.2% |
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