+939.2%
FLEX vs SFM
+40.3%
+898.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.8% | +9.4% | +5.0% |
| 7D | -19.3% | -1.2% | -18.1% | -19.3% |
| 30D | -41.5% | -24.8% | -16.8% | -40.2% |
| 3M | -43.1% | -43.7% | +0.6% | -40.0% |
| 6M | -48.2% | -37.3% | -11.0% | -46.4% |
| YTD | +15.5% | -38.4% | +53.9% | +19.0% |
| 1Y | +10.2% | -36.9% | +47.1% | +13.0% |
| 3Y | +256.8% | +20.7% | +236.1% | +234.7% |
| 5Y | +408.2% | +103.5% | +304.7% | +337.8% |
| 10Y | +580.8% | +139.7% | +441.1% | +448.8% |
| All | +939.2% | +40.3% | +898.9% | +811.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling