+25.0%
FLEX vs SGI
-10.7%
+35.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.8% | -19.2% | -14.5% |
| 7D | -17.0% | +12.1% | -29.0% | -20.6% |
| 30D | -33.8% | +12.1% | -45.9% | -37.0% |
| 3M | -39.0% | +0.4% | -39.5% | -39.3% |
| 6M | -15.9% | -4.0% | -11.9% | -14.2% |
| YTD | +27.8% | -21.2% | +49.1% | +33.6% |
| 1Y | +25.0% | -12.1% | +37.0% | +31.1% |
| All | +25.0% | -10.7% | +35.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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