+256.8%
FLEX vs SE
+64.9%
+191.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.5% |
| 7D | -19.3% | +2.0% | -21.3% | -19.7% |
| 30D | -41.5% | -20.0% | -21.5% | -38.1% |
| 3M | -43.1% | -31.8% | -11.3% | -37.8% |
| 6M | -48.2% | -15.9% | -32.3% | -47.1% |
| YTD | +15.5% | -40.6% | +56.1% | +27.9% |
| 1Y | +10.2% | -50.7% | +60.9% | +28.2% |
| 3Y | +256.8% | +70.3% | +186.5% | +235.1% |
| All | +256.8% | +64.9% | +191.9% | +235.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling