+269.0%
FLEX vs SN
+671.7%
-402.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.3% |
| 7D | -13.6% | +7.6% | -21.2% | -15.5% |
| 30D | -36.5% | +22.4% | -58.9% | -40.3% |
| 3M | -36.4% | +21.7% | -58.1% | -40.3% |
| 6M | -46.5% | +102.8% | -149.3% | -57.6% |
| YTD | +25.9% | +102.4% | -76.5% | -0.6% |
| 1Y | +19.6% | +139.0% | -119.4% | -10.3% |
| 3Y | +287.0% | +440.4% | -153.4% | +164.6% |
| All | +269.0% | +671.7% | -402.6% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling