+730.0%
FLEX vs SNY
+9.4%
+720.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.1% | +7.1% | +7.2% |
| 7D | +5.7% | -3.3% | +9.0% | +5.9% |
| 30D | -7.0% | -2.2% | -4.9% | -6.9% |
| 3M | -23.8% | -3.0% | -20.8% | -23.7% |
| 6M | +82.6% | +2.7% | +79.9% | +81.9% |
| YTD | +91.6% | -6.8% | +98.5% | +92.3% |
| 1Y | +100.6% | -5.3% | +105.8% | +100.6% |
| 3Y | +479.8% | -9.8% | +489.6% | +479.5% |
| All | +730.0% | +9.4% | +720.6% | +675.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling