+10.2%
FLEX vs S
+31.6%
-21.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.5% |
| 7D | -19.3% | -13.4% | -5.9% | -19.0% |
| 30D | -41.5% | -14.0% | -27.5% | -41.5% |
| 3M | -43.1% | +4.9% | -48.0% | -41.7% |
| 6M | -48.2% | +42.0% | -90.2% | -45.1% |
| YTD | +15.5% | +45.1% | -29.7% | +22.5% |
| 1Y | +10.2% | +33.1% | -22.9% | +17.6% |
| All | +10.2% | +31.6% | -21.4% | +17.6% |
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