+282.7%
FLEX vs SO
+52.7%
+230.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -3.3% |
| 7D | +7.5% | +1.4% | +6.1% | +8.2% |
| 30D | -25.3% | +4.7% | -30.0% | -23.0% |
| 3M | -39.7% | +1.7% | -41.4% | -38.8% |
| 6M | -47.9% | +2.2% | -50.0% | -46.8% |
| YTD | +24.1% | +10.0% | +14.1% | +30.2% |
| 1Y | +26.0% | +6.0% | +19.9% | +30.8% |
| 3Y | +282.7% | +54.1% | +228.6% | +297.2% |
| All | +282.7% | +52.7% | +230.0% | +297.2% |
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