+442.4%
FLEX vs SGI
+54.7%
+387.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -0.9% | +8.5% | -9.4% | -4.7% |
| 30D | -10.1% | +0.7% | -10.8% | -10.8% |
| 3M | -31.3% | +0.6% | -31.9% | -32.1% |
| 6M | +71.3% | -17.9% | +89.2% | +84.8% |
| YTD | +81.2% | -21.2% | +102.4% | +97.4% |
| 1Y | +98.5% | -18.9% | +117.4% | +112.6% |
| All | +442.4% | +54.7% | +387.8% | +351.0% |
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