+478.1%
FLEX vs SITM
+409.8%
+68.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.1% |
| 7D | +7.0% | +8.4% | -1.4% | +4.0% |
| 30D | -5.8% | -17.4% | +11.6% | +0.2% |
| 3M | -24.2% | -9.8% | -14.4% | -22.6% |
| 6M | +90.8% | +83.0% | +7.8% | +54.1% |
| YTD | +89.2% | +69.6% | +19.6% | +54.8% |
| 1Y | +104.7% | +144.9% | -40.2% | +47.1% |
| 3Y | +478.1% | +429.9% | +48.2% | +218.3% |
| All | +478.1% | +409.8% | +68.3% | +218.3% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling