+37.9%
FLAX vs SPY
+19.4%
+18.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.9% |
| 7D | +2.5% | +0.5% | +2.0% | +1.7% |
| 30D | +4.7% | -0.9% | +5.7% | +6.1% |
| 3M | +4.6% | +3.9% | +0.7% | -0.8% |
| 6M | +21.3% | +14.5% | +6.8% | +2.6% |
| YTD | +26.9% | +12.9% | +14.0% | +8.9% |
| 1Y | +37.9% | +19.4% | +18.6% | +14.1% |
| All | +37.9% | +19.4% | +18.5% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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