-47.6%
FLEX vs SPCH
-54.8%
+7.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +12.0% | +0.1% | +9.6% |
| 7D | -7.2% | +6.2% | -13.3% | -8.2% |
| 30D | -34.8% | -28.1% | -6.7% | -31.8% |
| 3M | -35.6% | -0.5% | -35.1% | -35.5% |
| All | -47.6% | -54.8% | +7.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling