+104.7%
FLEX vs SPG
+22.1%
+82.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +4.4% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -5.8% | -4.9% | -0.9% | -6.1% |
| 3M | -24.2% | +3.3% | -27.5% | -26.1% |
| 6M | +90.8% | +11.2% | +79.6% | +84.9% |
| YTD | +89.2% | +17.1% | +72.1% | +88.8% |
| 1Y | +104.7% | +21.6% | +83.1% | +105.7% |
| All | +104.7% | +22.1% | +82.6% | +105.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling