+452.1%
FLEX vs SE
-78.2%
+530.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.7% | +7.4% | +4.5% |
| 7D | +2.2% | -7.7% | +10.0% | +4.0% |
| 30D | -32.6% | -22.8% | -9.8% | -29.1% |
| 3M | -35.5% | -43.7% | +8.3% | -28.0% |
| 6M | -45.6% | -12.8% | -32.7% | -44.9% |
| YTD | +30.7% | -42.0% | +72.7% | +42.4% |
| 1Y | +28.4% | -48.0% | +76.4% | +42.6% |
| 3Y | +301.7% | +62.7% | +239.0% | +260.5% |
| All | +452.1% | -78.2% | +530.4% | +489.5% |
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