+25.0%
FLEX vs SN
+156.5%
-131.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.1% | -16.4% | -13.4% |
| 7D | -17.0% | +10.6% | -27.6% | -19.6% |
| 30D | -33.8% | +20.0% | -53.9% | -37.6% |
| 3M | -39.0% | +30.4% | -69.4% | -44.2% |
| 6M | -15.9% | +91.0% | -106.9% | -34.2% |
| YTD | +27.8% | +95.9% | -68.1% | -3.6% |
| 1Y | +25.0% | +158.9% | -133.9% | -15.0% |
| All | +25.0% | +156.5% | -131.5% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling