+282.7%
FLEX vs SPY
+78.1%
+204.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.3% |
| 7D | +7.5% | +2.6% | +4.9% | +2.6% |
| 30D | -25.3% | -2.0% | -23.3% | -21.3% |
| 3M | -39.7% | -2.8% | -36.9% | -35.1% |
| 6M | -47.9% | +2.1% | -50.0% | -48.1% |
| YTD | +24.1% | +11.5% | +12.6% | +7.9% |
| 1Y | +26.0% | +13.5% | +12.5% | +6.8% |
| 3Y | +282.7% | +77.7% | +205.0% | +68.2% |
| All | +282.7% | +78.1% | +204.6% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling