+1,129.4%
FLEX vs SITM
+4,608.4%
-3,478.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | -0.3% |
| 7D | -0.9% | +9.7% | -10.6% | -3.4% |
| 30D | -10.1% | +12.7% | -22.8% | -13.9% |
| 3M | -31.3% | -13.4% | -17.9% | -29.4% |
| 6M | +71.3% | +59.6% | +11.7% | +49.1% |
| YTD | +81.2% | +73.3% | +7.9% | +53.5% |
| 1Y | +98.5% | +165.5% | -67.1% | +49.0% |
| 3Y | +428.2% | +368.7% | +59.5% | +221.2% |
| 5Y | +657.3% | +172.5% | +484.8% | +361.3% |
| All | +1,129.4% | +4,608.4% | -3,478.9% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling