-48.2%
FLEX vs SPG
+14.6%
-62.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.7% | +5.1% |
| 7D | -19.3% | +4.9% | -24.2% | -16.4% |
| 30D | -41.5% | +15.6% | -57.1% | -36.1% |
| 3M | -43.1% | +4.1% | -47.2% | -41.3% |
| 6M | -48.2% | +13.6% | -61.8% | -47.0% |
| All | -48.2% | +14.6% | -62.8% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling