+1,005.1%
FLEX vs SM
+5.6%
+999.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.9% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -10.1% | +26.3% | -36.5% | -13.6% |
| 3M | -31.3% | +8.7% | -40.0% | -32.9% |
| 6M | +71.3% | +51.7% | +19.6% | +55.8% |
| YTD | +81.2% | +99.0% | -17.8% | +56.9% |
| 1Y | +98.5% | +34.6% | +63.9% | +82.6% |
| 3Y | +428.2% | -7.8% | +436.0% | +407.8% |
| 5Y | +657.3% | +104.8% | +552.5% | +519.8% |
| All | +1,005.1% | +5.6% | +999.5% | +534.8% |
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