+416.7%
FLEX vs SO
+75.0%
+341.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.6% | +4.4% |
| 7D | -19.3% | -1.5% | -17.9% | -19.5% |
| 30D | -41.5% | +8.1% | -49.6% | -40.9% |
| 3M | -43.1% | +0.2% | -43.3% | -43.0% |
| 6M | -48.2% | +0.4% | -48.6% | -48.1% |
| YTD | +15.5% | +8.5% | +7.0% | +15.3% |
| 1Y | +10.2% | +4.9% | +5.3% | +10.3% |
| 3Y | +256.8% | +47.9% | +208.9% | +225.9% |
| All | +416.7% | +75.0% | +341.7% | +369.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling