+663.2%
FLEX vs SO
+58.2%
+605.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.4% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -10.1% | -4.6% | -5.6% | -10.5% |
| 3M | -31.3% | -3.0% | -28.3% | -31.6% |
| 6M | +71.3% | -8.3% | +79.5% | +70.5% |
| YTD | +81.2% | +3.5% | +77.7% | +79.7% |
| 1Y | +98.5% | -0.9% | +99.4% | +97.2% |
| 3Y | +428.2% | +45.4% | +382.9% | +374.4% |
| All | +663.2% | +58.2% | +605.0% | +564.8% |
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