+726.2%
FLEX vs SITM
+168.3%
+557.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +5.0% |
| 7D | +7.0% | +8.4% | -1.4% | +4.4% |
| 30D | -5.8% | -17.4% | +11.6% | -0.6% |
| 3M | -24.2% | -9.8% | -14.4% | -22.7% |
| 6M | +90.8% | +83.0% | +7.8% | +58.6% |
| YTD | +89.2% | +69.6% | +19.6% | +59.2% |
| 1Y | +104.7% | +144.9% | -40.2% | +53.9% |
| 3Y | +478.1% | +429.9% | +48.2% | +232.0% |
| 5Y | +726.2% | +169.2% | +557.0% | +371.3% |
| All | +726.2% | +168.3% | +557.9% | +371.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling