+626.9%
FLEX vs SPG
+117.2%
+509.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.0% |
| 7D | -13.6% | +5.6% | -19.2% | -15.9% |
| 30D | -36.5% | +17.6% | -54.1% | -41.4% |
| 3M | -36.4% | +7.5% | -43.9% | -38.8% |
| 6M | -46.5% | +18.5% | -65.0% | -51.3% |
| YTD | +25.9% | +30.9% | -5.0% | +9.0% |
| 1Y | +19.6% | +34.1% | -14.5% | +2.2% |
| 3Y | +287.0% | +135.5% | +151.5% | +149.9% |
| 5Y | +466.6% | +86.5% | +380.1% | +302.2% |
| 10Y | +626.9% | +116.1% | +510.9% | +300.0% |
| All | +626.9% | +117.2% | +509.7% | +300.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling