+256.8%
FLEX vs SN
+397.9%
-141.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.7% | +1.9% | +3.6% |
| 7D | -19.3% | +7.2% | -26.5% | -21.5% |
| 30D | -41.5% | +20.4% | -61.9% | -45.6% |
| 3M | -43.1% | +23.9% | -67.0% | -47.8% |
| 6M | -48.2% | +93.0% | -141.3% | -60.5% |
| YTD | +15.5% | +99.2% | -83.8% | -13.8% |
| 1Y | +10.2% | +142.6% | -132.4% | -23.9% |
| 3Y | +256.8% | +398.8% | -142.0% | +100.2% |
| All | +256.8% | +397.9% | -141.1% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling