+446.2%
FLEX vs SM
+5.1%
+441.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.2% | -2.0% |
| 7D | +17.1% | +10.6% | +6.5% | +14.9% |
| 30D | -29.5% | -15.0% | -14.6% | -27.6% |
| 3M | -37.3% | +1.7% | -38.9% | -37.8% |
| 6M | -44.1% | +5.9% | -49.9% | -45.7% |
| YTD | +29.3% | +79.0% | -49.7% | +7.1% |
| 1Y | +24.2% | +84.7% | -60.5% | +1.8% |
| 3Y | +297.3% | -3.5% | +300.8% | +272.1% |
| 5Y | +446.2% | +4.9% | +441.2% | +383.9% |
| All | +446.2% | +5.1% | +441.1% | +383.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling