+7,917.6%
FLEX vs SO
+3,226.8%
+4,690.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -10.1% | -4.6% | -5.6% | -9.1% |
| 3M | -31.3% | -3.0% | -28.3% | -31.1% |
| 6M | +71.3% | -8.3% | +79.5% | +73.7% |
| YTD | +81.2% | +3.5% | +77.7% | +77.9% |
| 1Y | +98.5% | -0.9% | +99.4% | +96.6% |
| 3Y | +428.2% | +45.4% | +382.9% | +360.9% |
| 5Y | +657.3% | +59.6% | +597.7% | +537.8% |
| 10Y | +995.9% | +156.6% | +839.3% | +707.1% |
| All | +7,917.6% | +3,226.8% | +4,690.8% | +6,776.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling