+651.7%
FLEX vs SM
+10.6%
+641.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +2.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | -32.6% | -17.3% | -15.3% | -30.6% |
| 3M | -35.5% | -3.6% | -31.9% | -35.4% |
| 6M | -45.6% | +2.9% | -48.5% | -46.7% |
| YTD | +30.7% | +70.2% | -39.5% | +15.4% |
| 1Y | +28.4% | +66.5% | -38.1% | +13.5% |
| 3Y | +301.7% | -8.2% | +309.9% | +286.0% |
| 5Y | +473.3% | -1.5% | +474.7% | +425.1% |
| 10Y | +651.7% | +11.9% | +639.9% | +337.5% |
| All | +651.7% | +10.6% | +641.2% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling