+126.0%
STT vs FLNC
-69.8%
+195.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.7% |
| 7D | +1.0% | -4.2% | +5.1% | +1.3% |
| 30D | +2.8% | -20.0% | +22.8% | +4.6% |
| 3M | +18.1% | -56.9% | +75.0% | +25.9% |
| 6M | +59.2% | -35.5% | +94.8% | +59.9% |
| YTD | +51.5% | -48.8% | +100.3% | +53.3% |
| 1Y | +75.7% | +49.3% | +26.4% | +55.4% |
| 3Y | +200.8% | -61.8% | +262.5% | +182.4% |
| All | +126.0% | -69.8% | +195.8% | +111.0% |
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