+287.0%
FLEX vs SITM
+306.2%
-19.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.7% |
| 7D | -13.6% | -0.1% | -13.5% | -13.4% |
| 30D | -36.5% | -27.4% | -9.1% | -28.8% |
| 3M | -36.4% | -35.6% | -0.8% | -26.2% |
| 6M | -46.5% | -46.6% | +0.2% | -35.2% |
| YTD | +25.9% | +25.8% | +0.1% | +14.0% |
| 1Y | +19.6% | +38.2% | -18.7% | +5.0% |
| 3Y | +287.0% | +311.5% | -24.5% | +124.7% |
| All | +287.0% | +306.2% | -19.2% | +124.7% |
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