+424.8%
FLEX vs SPG
+84.0%
+340.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +7.5% | +2.0% | +5.5% | +6.4% |
| 30D | -25.3% | +17.2% | -42.5% | -31.9% |
| 3M | -39.7% | +6.3% | -46.0% | -41.9% |
| 6M | -47.9% | +18.7% | -66.6% | -53.5% |
| YTD | +24.1% | +30.1% | -6.0% | +4.3% |
| 1Y | +26.0% | +32.8% | -6.8% | +4.4% |
| 3Y | +282.7% | +133.6% | +149.1% | +115.0% |
| All | +424.8% | +84.0% | +340.8% | +224.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling