+786.6%
FLEX vs SITM
+3,535.1%
-2,748.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.3% | -2.5% | +2.0% |
| 7D | +2.2% | +17.2% | -14.9% | -2.1% |
| 30D | -32.6% | -17.1% | -15.5% | -28.8% |
| 3M | -35.5% | -29.2% | -6.3% | -29.1% |
| 6M | -45.6% | -47.6% | +2.0% | -36.1% |
| YTD | +30.7% | +33.8% | -3.1% | +18.9% |
| 1Y | +28.4% | +54.1% | -25.7% | +12.6% |
| 3Y | +301.7% | +337.6% | -35.9% | +152.3% |
| 5Y | +473.3% | +89.7% | +383.5% | +287.6% |
| All | +786.6% | +3,535.1% | -2,748.5% | +207.6% |
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