+25.0%
FLEX vs SFM
-35.8%
+60.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.6% | -16.0% | -11.3% |
| 7D | -17.0% | -12.3% | -4.7% | -18.5% |
| 30D | -33.8% | -16.2% | -17.6% | -35.7% |
| 3M | -39.0% | -36.8% | -2.2% | -44.4% |
| 6M | -15.9% | -32.6% | +16.7% | -21.2% |
| YTD | +27.8% | -31.7% | +59.6% | +24.1% |
| 1Y | +25.0% | -35.0% | +60.0% | +19.7% |
| All | +25.0% | -35.8% | +60.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling