+453.8%
FLEX vs SITM
+421.0%
+32.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | -0.7% |
| 7D | -0.9% | +9.7% | -10.6% | -4.0% |
| 30D | -10.1% | +12.7% | -22.8% | -14.9% |
| 3M | -31.3% | -13.4% | -17.9% | -29.1% |
| 6M | +71.3% | +59.6% | +11.7% | +43.8% |
| YTD | +81.2% | +73.3% | +7.9% | +47.3% |
| 1Y | +98.5% | +165.5% | -67.1% | +39.1% |
| All | +453.8% | +421.0% | +32.8% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling