+565.2%
FLEX vs SGI
+390.8%
+174.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.5% | +10.0% | +6.9% |
| 7D | -19.3% | +1.0% | -20.3% | -20.3% |
| 30D | -41.5% | +3.9% | -45.4% | -43.2% |
| 3M | -43.1% | -0.8% | -42.3% | -43.9% |
| 6M | -48.2% | -18.0% | -30.3% | -44.9% |
| YTD | +15.5% | -27.6% | +43.1% | +29.2% |
| 1Y | +10.2% | -27.2% | +37.5% | +23.0% |
| 3Y | +256.8% | +76.0% | +180.8% | +164.1% |
| 5Y | +408.2% | +50.0% | +358.3% | +281.0% |
| All | +565.2% | +390.8% | +174.4% | +169.6% |
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