+303.1%
FLEX vs SPG
+137.4%
+165.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +2.2% | +2.7% | -0.5% | +1.3% |
| 30D | -32.6% | +16.6% | -49.2% | -36.9% |
| 3M | -35.5% | +8.1% | -43.6% | -37.6% |
| 6M | -45.6% | +19.3% | -64.9% | -50.5% |
| YTD | +30.7% | +31.1% | -0.4% | +13.2% |
| 1Y | +28.4% | +32.8% | -4.4% | +10.3% |
| All | +303.1% | +137.4% | +165.7% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling