+663.2%
FLEX vs S
-71.4%
+734.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -0.9% | -7.7% | +6.8% | +0.5% |
| 30D | -10.1% | -5.3% | -4.8% | -9.5% |
| 3M | -31.3% | +20.3% | -51.6% | -34.0% |
| 6M | +71.3% | +47.4% | +23.9% | +56.1% |
| YTD | +81.2% | +32.5% | +48.7% | +67.9% |
| 1Y | +98.5% | +9.5% | +89.0% | +90.3% |
| 3Y | +428.2% | +15.5% | +412.7% | +388.1% |
| All | +663.2% | -71.4% | +734.6% | +739.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling