+28.4%
FLEX vs S
+38.7%
-10.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.7% |
| 7D | +2.2% | +1.2% | +1.0% | +2.0% |
| 30D | -32.6% | -7.3% | -25.3% | -33.0% |
| 3M | -35.5% | +5.9% | -41.4% | -34.7% |
| 6M | -45.6% | +45.6% | -91.2% | -43.0% |
| YTD | +30.7% | +58.5% | -27.8% | +37.9% |
| 1Y | +28.4% | +37.6% | -9.3% | +40.2% |
| All | +28.4% | +38.7% | -10.3% | +40.2% |
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