+7,917.6%
FLEX vs SPY
+2,811.5%
+5,106.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -10.1% | +0.1% | -10.2% | -10.2% |
| 3M | -31.3% | +2.0% | -33.3% | -32.5% |
| 6M | +71.3% | +13.0% | +58.3% | +46.3% |
| YTD | +81.2% | +13.5% | +67.7% | +54.1% |
| 1Y | +98.5% | +20.0% | +78.5% | +56.4% |
| 3Y | +428.2% | +77.2% | +351.1% | +136.8% |
| 5Y | +657.3% | +81.9% | +575.4% | +225.8% |
| 10Y | +995.9% | +314.1% | +681.9% | +41.5% |
| All | +7,917.6% | +2,811.5% | +5,106.1% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling