+663.2%
FLEX vs SFM
+230.0%
+433.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -10.1% | -4.4% | -5.8% | -9.9% |
| 3M | -31.3% | +1.5% | -32.9% | -31.8% |
| 6M | +71.3% | +6.5% | +64.8% | +68.0% |
| YTD | +81.2% | +2.2% | +79.1% | +78.6% |
| 1Y | +98.5% | -41.9% | +140.4% | +114.0% |
| 3Y | +428.2% | +106.8% | +321.5% | +382.3% |
| All | +663.2% | +230.0% | +433.3% | +578.3% |
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