+98.5%
FLEX vs S
+10.1%
+88.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -0.9% | -7.7% | +6.8% | -1.1% |
| 30D | -10.1% | -5.3% | -4.8% | -10.1% |
| 3M | -31.3% | +20.3% | -51.6% | -29.8% |
| 6M | +71.3% | +47.4% | +23.9% | +73.2% |
| YTD | +81.2% | +32.5% | +48.7% | +85.5% |
| 1Y | +98.5% | +9.5% | +89.0% | +107.5% |
| All | +98.5% | +10.1% | +88.4% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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