+1,060.6%
FLEX vs SGI
+261.3%
+799.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.6% |
| 7D | +7.0% | +9.3% | -2.3% | +2.8% |
| 30D | -5.8% | +6.9% | -12.7% | -8.9% |
| 3M | -24.2% | +2.8% | -27.1% | -25.8% |
| 6M | +90.8% | -12.6% | +103.4% | +100.3% |
| YTD | +89.2% | -21.5% | +110.7% | +106.6% |
| 1Y | +104.7% | -18.8% | +123.5% | +118.7% |
| 3Y | +478.1% | +60.8% | +417.2% | +352.1% |
| 5Y | +726.2% | +60.0% | +666.2% | +515.4% |
| 10Y | +1,060.6% | +267.8% | +792.8% | +387.2% |
| All | +1,060.6% | +261.3% | +799.2% | +387.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling