+1,198.7%
FLEX vs SPMO
+572.4%
+626.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | -0.4% |
| 7D | -0.9% | +2.0% | -2.9% | -3.3% |
| 30D | -10.1% | -0.4% | -9.8% | -9.4% |
| 3M | -31.3% | -1.9% | -29.5% | -28.3% |
| 6M | +71.3% | +25.0% | +46.2% | +37.6% |
| YTD | +81.2% | +26.0% | +55.2% | +44.9% |
| 1Y | +98.5% | +28.7% | +69.8% | +56.2% |
| 3Y | +428.2% | +160.9% | +267.3% | +95.7% |
| 5Y | +657.3% | +147.9% | +509.4% | +198.4% |
| 10Y | +995.9% | +518.9% | +477.0% | +126.5% |
| All | +1,198.7% | +572.4% | +626.2% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling