+442.4%
FLEX vs SM
-7.7%
+450.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -10.1% | +26.3% | -36.5% | -12.8% |
| 3M | -31.3% | +8.7% | -40.0% | -32.1% |
| 6M | +71.3% | +51.7% | +19.6% | +52.3% |
| YTD | +81.2% | +99.0% | -17.8% | +48.2% |
| 1Y | +98.5% | +34.6% | +63.9% | +82.0% |
| All | +442.4% | -7.7% | +450.2% | +407.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling