+424.8%
FLEX vs SFM
+116.0%
+308.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.4% | -4.1% |
| 7D | +7.5% | +6.0% | +1.4% | +7.1% |
| 30D | -25.3% | -19.5% | -5.8% | -24.4% |
| 3M | -39.7% | -37.0% | -2.7% | -37.7% |
| 6M | -47.9% | -41.0% | -6.8% | -46.0% |
| YTD | +24.1% | -34.6% | +58.7% | +26.2% |
| 1Y | +26.0% | -36.3% | +62.2% | +28.4% |
| 3Y | +282.7% | +24.5% | +258.1% | +260.2% |
| All | +424.8% | +116.0% | +308.8% | +368.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling