+464.3%
FLEX vs SIRI
-24.2%
+488.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +6.4% | -3.9% | +10.3% | +7.2% |
| 30D | -5.9% | -0.8% | -5.0% | -5.8% |
| 3M | -23.5% | +4.3% | -27.8% | -24.7% |
| 6M | +83.7% | +34.1% | +49.7% | +70.5% |
| YTD | +86.5% | +47.3% | +39.2% | +68.5% |
| 1Y | +100.5% | +22.9% | +77.6% | +88.6% |
| All | +464.3% | -24.2% | +488.5% | +464.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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