+459.6%
FLEX vs SE
+363.8%
+95.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.3% |
| 7D | +7.5% | -0.5% | +7.9% | +7.6% |
| 30D | -25.3% | -20.9% | -4.3% | -21.6% |
| 3M | -39.7% | -38.9% | -0.8% | -33.4% |
| 6M | -47.9% | -19.4% | -28.4% | -46.1% |
| YTD | +24.1% | -40.9% | +65.0% | +35.3% |
| 1Y | +26.0% | -46.2% | +72.1% | +39.7% |
| 3Y | +282.7% | +63.7% | +219.0% | +234.2% |
| 5Y | +424.2% | -77.9% | +502.1% | +517.1% |
| All | +459.6% | +363.8% | +95.9% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling