+640.4%
FLEX vs SM
+4.9%
+635.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.7% | +14.8% | +12.5% |
| 7D | -7.2% | -22.3% | +15.1% | -3.3% |
| 30D | -34.8% | -21.4% | -13.4% | -32.3% |
| 3M | -35.6% | +1.4% | -36.9% | -36.1% |
| 6M | -45.0% | +0.1% | -45.1% | -46.0% |
| YTD | +29.4% | +59.0% | -29.6% | +15.5% |
| 1Y | +24.8% | +64.3% | -39.6% | +10.5% |
| 3Y | +304.4% | -13.1% | +317.5% | +292.1% |
| 5Y | +484.1% | -13.9% | +497.9% | +446.0% |
| 10Y | +640.4% | +1.7% | +638.7% | +334.2% |
| All | +640.4% | +4.9% | +635.5% | +334.2% |
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