+726.2%
FLEX vs SPMO
+149.9%
+576.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +3.7% |
| 7D | +7.0% | +3.4% | +3.6% | +2.1% |
| 30D | -5.8% | +0.5% | -6.3% | -6.1% |
| 3M | -24.2% | +1.9% | -26.1% | -24.4% |
| 6M | +90.8% | +27.8% | +63.0% | +44.1% |
| YTD | +89.2% | +26.7% | +62.5% | +45.2% |
| 1Y | +104.7% | +28.9% | +75.8% | +55.1% |
| 3Y | +478.1% | +160.7% | +317.4% | +97.6% |
| 5Y | +726.2% | +150.2% | +576.0% | +189.8% |
| All | +726.2% | +149.9% | +576.3% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling