+478.1%
FLEX vs SPXS
-80.2%
+558.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +5.4% |
| 7D | +7.0% | -1.5% | +8.5% | +5.9% |
| 30D | -5.8% | +3.7% | -9.5% | -3.4% |
| 3M | -24.2% | -9.6% | -14.6% | -26.8% |
| 6M | +90.8% | -32.4% | +123.2% | +61.6% |
| YTD | +89.2% | -28.7% | +117.9% | +66.9% |
| 1Y | +104.7% | -38.1% | +142.8% | +71.1% |
| 3Y | +478.1% | -80.1% | +558.2% | +277.0% |
| All | +478.1% | -80.2% | +558.3% | +277.0% |
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