+287.0%
FLEX vs SO
+51.8%
+235.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.6% |
| 7D | -13.6% | -0.1% | -13.5% | -13.8% |
| 30D | -36.5% | +8.7% | -45.2% | -33.3% |
| 3M | -36.4% | +3.4% | -39.8% | -35.0% |
| 6M | -46.5% | +3.7% | -50.2% | -45.1% |
| YTD | +25.9% | +10.0% | +15.9% | +32.1% |
| 1Y | +19.6% | +6.6% | +13.0% | +24.4% |
| 3Y | +287.0% | +52.5% | +234.5% | +299.7% |
| All | +287.0% | +51.8% | +235.2% | +299.7% |
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