+2,443.0%
FLEX vs SNY
+242.6%
+2,200.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +6.4% | -3.6% | +10.0% | +8.3% |
| 30D | -5.9% | -1.4% | -4.4% | -5.4% |
| 3M | -23.5% | -4.2% | -19.3% | -22.6% |
| 6M | +83.7% | +2.0% | +81.7% | +79.4% |
| YTD | +86.5% | -6.7% | +93.2% | +89.7% |
| 1Y | +100.5% | -4.7% | +105.2% | +100.2% |
| 3Y | +469.8% | -8.1% | +478.0% | +445.1% |
| 5Y | +725.7% | +8.2% | +717.4% | +588.7% |
| 10Y | +1,086.7% | +64.8% | +1,021.9% | +645.3% |
| All | +2,443.0% | +242.6% | +2,200.4% | +727.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling