+26.0%
FLEX vs SN
+141.7%
-115.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -29.6% |
| 3M | -39.7% | +20.0% | -59.7% | -42.9% |
| 6M | -47.9% | +119.9% | -167.8% | -61.2% |
| YTD | +24.1% | +102.3% | -78.2% | -7.3% |
| 1Y | +26.0% | +148.0% | -122.0% | -12.3% |
| All | +26.0% | +141.7% | -115.8% | -12.3% |
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