+446.2%
FLEX vs SAN
+294.7%
+151.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +0.4% |
| 7D | +17.1% | +1.0% | +16.1% | +16.6% |
| 30D | -29.5% | -9.4% | -20.2% | -26.2% |
| 3M | -37.3% | -17.1% | -20.1% | -31.2% |
| 6M | -44.1% | +2.2% | -46.2% | -45.0% |
| YTD | +29.3% | +6.0% | +23.3% | +24.2% |
| 1Y | +24.2% | +12.7% | +11.4% | +15.7% |
| 3Y | +297.3% | +242.1% | +55.2% | +115.5% |
| 5Y | +446.2% | +293.6% | +152.6% | +173.9% |
| All | +446.2% | +294.7% | +151.5% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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