+104.7%
FLEX vs SFM
-45.2%
+149.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.5% | +10.9% | +3.7% |
| 7D | +7.0% | -5.8% | +12.8% | +6.4% |
| 30D | -5.8% | -11.4% | +5.6% | -6.8% |
| 3M | -24.2% | -12.2% | -12.0% | -24.9% |
| 6M | +90.8% | -5.2% | +96.0% | +90.2% |
| YTD | +89.2% | -4.5% | +93.7% | +90.9% |
| 1Y | +104.7% | -45.4% | +150.1% | +113.6% |
| All | +104.7% | -45.2% | +149.9% | +113.6% |
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