+440.9%
FLEX vs SNY
-9.7%
+450.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | +0.1% | -3.6% | +3.7% | +0.1% |
| 30D | -11.8% | -1.9% | -9.8% | -11.8% |
| 3M | -22.6% | -2.0% | -20.6% | -22.6% |
| 6M | +77.3% | +2.5% | +74.8% | +77.2% |
| YTD | +78.8% | -7.0% | +85.7% | +78.9% |
| 1Y | +86.1% | -4.4% | +90.5% | +85.8% |
| All | +440.9% | -9.7% | +450.6% | +450.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling