+614.8%
FLEX vs SPMO
+460.5%
+154.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -2.0% |
| 7D | +7.5% | +6.3% | +1.1% | -0.4% |
| 30D | -25.3% | -8.9% | -16.4% | -14.3% |
| 3M | -39.7% | -13.2% | -26.5% | -25.7% |
| 6M | -47.9% | -9.3% | -38.6% | -38.0% |
| YTD | +24.1% | +11.6% | +12.5% | +18.0% |
| 1Y | +26.0% | +13.4% | +12.6% | +17.9% |
| 3Y | +282.7% | +122.9% | +159.8% | +71.7% |
| 5Y | +424.2% | +113.9% | +310.3% | +147.3% |
| All | +614.8% | +460.5% | +154.3% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling