+25.0%
FLEX vs SITM
+47.5%
-22.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -9.4% | -3.0% | -8.4% |
| 7D | -17.0% | -19.5% | +2.6% | -8.9% |
| 30D | -33.8% | -43.2% | +9.4% | -17.0% |
| 3M | -39.0% | -30.8% | -8.2% | -30.3% |
| 6M | -15.9% | -28.6% | +12.7% | -5.3% |
| YTD | +27.8% | +14.2% | +13.7% | +21.8% |
| 1Y | +25.0% | +44.4% | -19.4% | +14.6% |
| All | +25.0% | +47.5% | -22.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling