+282.7%
FLEX vs SPMO
+124.5%
+158.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -1.5% |
| 7D | +7.5% | +6.3% | +1.1% | -2.4% |
| 30D | -25.3% | -8.9% | -16.4% | -11.6% |
| 3M | -39.7% | -13.2% | -26.5% | -22.2% |
| 6M | -47.9% | -9.3% | -38.6% | -36.1% |
| YTD | +24.1% | +11.6% | +12.5% | +15.8% |
| 1Y | +26.0% | +13.4% | +12.6% | +15.4% |
| 3Y | +282.7% | +122.9% | +159.8% | +65.5% |
| All | +282.7% | +124.5% | +158.2% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling