+282.7%
FLEX vs SGI
+67.2%
+215.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -4.1% |
| 7D | +7.5% | -5.3% | +12.8% | +10.1% |
| 30D | -25.3% | -2.1% | -23.2% | -25.6% |
| 3M | -39.7% | -8.2% | -31.5% | -38.3% |
| 6M | -47.9% | -4.6% | -43.3% | -48.1% |
| YTD | +24.1% | -31.5% | +55.6% | +42.5% |
| 1Y | +26.0% | -30.8% | +56.8% | +43.9% |
| 3Y | +282.7% | +67.2% | +215.5% | +203.0% |
| All | +282.7% | +67.2% | +215.5% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling