+624.3%
FLEX vs SPXS
-99.5%
+723.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.1% |
| 7D | -13.6% | +0.4% | -14.1% | -12.3% |
| 30D | -36.5% | +10.8% | -47.3% | -31.6% |
| 3M | -36.4% | +9.6% | -46.1% | -31.3% |
| 6M | -46.5% | -4.7% | -41.8% | -44.6% |
| YTD | +25.9% | -24.6% | +50.5% | +20.7% |
| 1Y | +19.6% | -24.6% | +44.1% | +15.6% |
| 3Y | +287.0% | -79.8% | +366.8% | +141.6% |
| 5Y | +466.6% | -83.3% | +549.9% | +303.3% |
| All | +624.3% | -99.5% | +723.8% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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