+100.6%
FLEX vs SNY
-4.5%
+105.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | +5.7% | -3.3% | +9.0% | +5.3% |
| 30D | -7.0% | -2.2% | -4.9% | -7.3% |
| 3M | -23.8% | -3.0% | -20.8% | -23.6% |
| 6M | +82.6% | +2.7% | +79.9% | +83.4% |
| YTD | +91.6% | -6.8% | +98.5% | +91.2% |
| 1Y | +100.6% | -5.3% | +105.8% | +98.5% |
| All | +100.6% | -4.5% | +105.1% | +98.5% |
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