+19.6%
FLEX vs SN
+140.3%
-120.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.2% |
| 7D | -13.6% | +7.6% | -21.2% | -15.5% |
| 30D | -36.5% | +22.4% | -58.9% | -40.5% |
| 3M | -36.4% | +21.7% | -58.1% | -40.2% |
| 6M | -46.5% | +102.8% | -149.3% | -59.5% |
| YTD | +25.9% | +102.4% | -76.5% | -7.7% |
| 1Y | +19.6% | +139.0% | -119.4% | -18.5% |
| All | +19.6% | +140.3% | -120.8% | -18.5% |
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