+640.4%
FLEX vs SPY
+315.0%
+325.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.7% | +8.4% |
| 7D | -7.2% | +0.1% | -7.2% | -6.8% |
| 30D | -34.8% | -3.3% | -31.4% | -30.5% |
| 3M | -35.6% | -2.4% | -33.2% | -32.1% |
| 6M | -45.0% | +2.6% | -47.6% | -45.5% |
| YTD | +29.4% | +11.2% | +18.1% | +15.9% |
| 1Y | +24.8% | +13.4% | +11.4% | +9.2% |
| 3Y | +304.4% | +79.9% | +224.5% | +91.7% |
| 5Y | +484.1% | +72.2% | +411.9% | +196.3% |
| 10Y | +640.4% | +307.3% | +333.1% | +30.0% |
| All | +640.4% | +315.0% | +325.4% | +30.0% |
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