+25.0%
FLEX vs S
+36.5%
-11.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.6% | -14.0% | -12.3% |
| 7D | -17.0% | -8.2% | -8.8% | -16.9% |
| 30D | -33.8% | -7.6% | -26.2% | -34.0% |
| 3M | -39.0% | +12.0% | -51.0% | -37.8% |
| 6M | -15.9% | +50.6% | -66.5% | -11.5% |
| YTD | +27.8% | +56.6% | -28.8% | +35.0% |
| 1Y | +25.0% | +39.2% | -14.3% | +32.9% |
| All | +25.0% | +36.5% | -11.5% | +32.9% |
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