+25.0%
FLEX vs SNY
+2.7%
+22.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.7% | -17.0% | -10.6% |
| 7D | -17.0% | +12.4% | -29.4% | -13.7% |
| 30D | -33.8% | +20.1% | -54.0% | -30.1% |
| 3M | -39.0% | +11.2% | -50.3% | -36.5% |
| 6M | -15.9% | +9.5% | -25.4% | -11.8% |
| YTD | +27.8% | +3.4% | +24.4% | +32.2% |
| 1Y | +25.0% | +2.0% | +22.9% | +27.7% |
| All | +25.0% | +2.7% | +22.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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