+2,292.7%
FLEX vs SPXU
-100.0%
+2,392.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -2.1% |
| 7D | -13.6% | +0.5% | -14.1% | -12.3% |
| 30D | -36.5% | +10.9% | -47.4% | -31.7% |
| 3M | -36.4% | +9.6% | -46.0% | -31.5% |
| 6M | -46.5% | -4.7% | -41.8% | -44.6% |
| YTD | +25.9% | -24.6% | +50.5% | +20.7% |
| 1Y | +19.6% | -24.7% | +44.3% | +15.5% |
| 3Y | +287.0% | -80.0% | +367.1% | +139.4% |
| 5Y | +466.6% | -83.5% | +550.1% | +299.7% |
| 10Y | +626.9% | -99.5% | +726.4% | +77.4% |
| All | +2,292.7% | -100.0% | +2,392.7% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling