+565.2%
FLEX vs SM
+8.2%
+557.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.4% |
| 7D | -19.3% | -25.9% | +6.6% | -15.3% |
| 30D | -41.5% | -15.1% | -26.4% | -40.0% |
| 3M | -43.1% | +4.9% | -48.0% | -43.8% |
| 6M | -48.2% | +6.1% | -54.3% | -49.6% |
| YTD | +15.5% | +63.4% | -47.9% | +2.7% |
| 1Y | +10.2% | +72.5% | -62.2% | -3.2% |
| 3Y | +256.8% | -16.9% | +273.7% | +248.6% |
| 5Y | +408.2% | -10.6% | +418.9% | +372.6% |
| All | +565.2% | +8.2% | +557.0% | +290.5% |
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