+446.2%
FLEX vs SO
+76.6%
+369.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.3% |
| 7D | +17.1% | -0.9% | +18.0% | +16.9% |
| 30D | -29.5% | +4.9% | -34.5% | -29.1% |
| 3M | -37.3% | +0.8% | -38.0% | -37.1% |
| 6M | -44.1% | +0.6% | -44.6% | -44.0% |
| YTD | +29.3% | +8.7% | +20.6% | +29.0% |
| 1Y | +24.2% | +4.0% | +20.2% | +24.2% |
| 3Y | +297.3% | +50.6% | +246.8% | +259.7% |
| 5Y | +446.2% | +77.5% | +368.7% | +379.0% |
| All | +446.2% | +76.6% | +369.5% | +379.0% |
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