+1,060.6%
FLEX vs SPY
+311.3%
+749.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.2% |
| 7D | +7.0% | +0.5% | +6.4% | +6.0% |
| 30D | -5.8% | -0.9% | -4.9% | -4.4% |
| 3M | -24.2% | +3.9% | -28.1% | -27.5% |
| 6M | +90.8% | +14.5% | +76.3% | +60.8% |
| YTD | +89.2% | +12.9% | +76.3% | +63.3% |
| 1Y | +104.7% | +19.4% | +85.3% | +64.4% |
| 3Y | +478.1% | +78.5% | +399.6% | +172.6% |
| 5Y | +726.2% | +81.8% | +644.4% | +282.3% |
| 10Y | +1,060.6% | +311.5% | +749.1% | +101.5% |
| All | +1,060.6% | +311.3% | +749.3% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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