+282.7%
FLEX vs SPXS
-80.3%
+363.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -3.1% |
| 7D | +7.5% | -7.5% | +15.0% | +2.7% |
| 30D | -25.3% | +5.3% | -30.6% | -20.4% |
| 3M | -39.7% | +9.7% | -49.4% | -33.2% |
| 6M | -47.9% | -4.6% | -43.3% | -45.5% |
| YTD | +24.1% | -25.8% | +49.9% | +16.2% |
| 1Y | +26.0% | -28.8% | +54.7% | +16.2% |
| 3Y | +282.7% | -80.2% | +362.9% | +117.4% |
| All | +282.7% | -80.3% | +363.0% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling