+663.2%
FLEX vs SAN
+381.6%
+281.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -0.9% | +1.8% | -2.7% | -1.8% |
| 30D | -10.1% | +2.0% | -12.1% | -11.1% |
| 3M | -31.3% | +19.7% | -51.1% | -37.5% |
| 6M | +71.3% | +30.6% | +40.6% | +50.0% |
| YTD | +81.2% | +28.8% | +52.4% | +58.2% |
| 1Y | +98.5% | +57.8% | +40.7% | +57.1% |
| 3Y | +428.2% | +338.1% | +90.1% | +154.8% |
| All | +663.2% | +381.6% | +281.7% | +228.8% |
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