+5,008.5%
FLEX vs SPG
+4,866.9%
+141.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.7% | +4.2% |
| 7D | -19.3% | +4.9% | -24.2% | -21.4% |
| 30D | -41.5% | +15.6% | -57.1% | -45.9% |
| 3M | -43.1% | +4.1% | -47.2% | -44.6% |
| 6M | -48.2% | +13.6% | -61.8% | -52.1% |
| YTD | +15.5% | +27.5% | -12.1% | +0.4% |
| 1Y | +10.2% | +32.2% | -22.0% | -6.0% |
| 3Y | +256.8% | +126.0% | +130.8% | +129.8% |
| 5Y | +408.2% | +74.7% | +333.4% | +268.4% |
| 10Y | +580.8% | +112.8% | +468.0% | +280.3% |
| All | +5,008.5% | +4,866.9% | +141.6% | +556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling