+256.8%
FLEX vs SO
+45.4%
+211.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.6% | +3.9% |
| 7D | -19.3% | -1.5% | -17.9% | -20.0% |
| 30D | -41.5% | +8.1% | -49.6% | -38.8% |
| 3M | -43.1% | +0.2% | -43.3% | -42.8% |
| 6M | -48.2% | +0.4% | -48.6% | -47.6% |
| YTD | +15.5% | +8.5% | +7.0% | +20.2% |
| 1Y | +10.2% | +4.9% | +5.3% | +13.7% |
| 3Y | +256.8% | +47.9% | +208.9% | +264.9% |
| All | +256.8% | +45.4% | +211.4% | +264.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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