+98.5%
FLEX vs SGI
-17.2%
+115.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -0.9% | +8.5% | -9.4% | -4.5% |
| 30D | -10.1% | +0.7% | -10.8% | -10.6% |
| 3M | -31.3% | +0.6% | -31.9% | -31.8% |
| 6M | +71.3% | -17.9% | +89.2% | +78.5% |
| YTD | +81.2% | -21.2% | +102.4% | +90.3% |
| 1Y | +98.5% | -18.9% | +117.4% | +117.4% |
| All | +98.5% | -17.2% | +115.7% | +117.4% |
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