+725.7%
FLEX vs SPXU
-85.9%
+811.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.7% |
| 7D | +6.4% | +1.3% | +5.1% | +7.1% |
| 30D | -5.9% | +5.1% | -11.0% | -3.2% |
| 3M | -23.5% | -9.1% | -14.3% | -25.3% |
| 6M | +83.7% | -29.6% | +113.3% | +63.3% |
| YTD | +86.5% | -27.7% | +114.2% | +69.6% |
| 1Y | +100.5% | -37.0% | +137.5% | +74.3% |
| 3Y | +469.8% | -80.2% | +550.0% | +255.4% |
| 5Y | +725.7% | -86.0% | +811.7% | +431.5% |
| All | +725.7% | -85.9% | +811.5% | +431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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