+263.7%
FLEX vs SN
+671.3%
-407.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.8% | -6.9% | -4.9% |
| 7D | +7.5% | +1.5% | +5.9% | +7.0% |
| 30D | -25.3% | +21.5% | -46.8% | -29.7% |
| 3M | -39.7% | +20.0% | -59.7% | -43.2% |
| 6M | -47.9% | +119.9% | -167.8% | -59.7% |
| YTD | +24.1% | +102.3% | -78.2% | -2.1% |
| 1Y | +26.0% | +148.0% | -122.0% | -6.7% |
| 3Y | +282.7% | +450.0% | -167.3% | +161.5% |
| All | +263.7% | +671.3% | -407.6% | +147.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling