+663.2%
FLEX vs SPG
+102.5%
+560.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.0% |
| 7D | -0.9% | -2.4% | +1.5% | +0.4% |
| 30D | -10.1% | -6.8% | -3.3% | -6.7% |
| 3M | -31.3% | +2.7% | -34.0% | -33.3% |
| 6M | +71.3% | +5.5% | +65.8% | +64.0% |
| YTD | +81.2% | +15.7% | +65.5% | +63.5% |
| 1Y | +98.5% | +20.9% | +77.6% | +73.5% |
| 3Y | +428.2% | +112.4% | +315.9% | +218.4% |
| All | +663.2% | +102.5% | +560.7% | +336.7% |
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 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