+663.2%
FLEX vs SE
-68.6%
+731.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | -0.9% | -6.1% | +5.2% | +0.3% |
| 30D | -10.1% | -2.5% | -7.7% | -10.0% |
| 3M | -31.3% | +21.7% | -53.1% | -34.5% |
| 6M | +71.3% | +27.0% | +44.3% | +61.2% |
| YTD | +81.2% | -12.1% | +93.4% | +82.2% |
| 1Y | +98.5% | -40.9% | +139.4% | +114.6% |
| 3Y | +428.2% | +191.0% | +237.3% | +322.8% |
| All | +663.2% | -68.6% | +731.9% | +708.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling