+394.1%
FLEX vs SGI
+58.5%
+335.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.4% |
| 7D | -28.3% | +5.3% | -33.6% | -30.2% |
| 30D | -45.0% | +8.2% | -53.2% | -47.3% |
| 3M | -45.2% | -2.2% | -43.0% | -45.5% |
| 6M | -30.8% | -8.4% | -22.4% | -29.2% |
| YTD | +10.4% | -23.4% | +33.9% | +20.7% |
| 1Y | +2.3% | -14.0% | +16.2% | +5.7% |
| 3Y | +238.9% | +78.8% | +160.1% | +152.6% |
| All | +394.1% | +58.5% | +335.6% | +250.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling