+5,008.5%
FLEX vs SAN
+1,531.0%
+3,477.5%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.7% |
| 7D | -19.3% | +4.9% | -24.2% | -21.9% |
| 30D | -41.5% | -13.0% | -28.5% | -37.7% |
| 3M | -43.1% | -18.9% | -24.2% | -37.3% |
| 6M | -48.2% | -4.1% | -44.1% | -47.5% |
| YTD | +15.5% | +2.6% | +12.9% | +12.4% |
| 1Y | +10.2% | +16.9% | -6.7% | +0.3% |
| 3Y | +256.8% | +239.1% | +17.8% | +83.7% |
| 5Y | +408.2% | +266.8% | +141.3% | +141.1% |
| 10Y | +580.8% | +246.0% | +334.8% | +205.8% |
| All | +5,008.5% | +1,531.0% | +3,477.5% | +1,164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling