+1,086.7%
FLEX vs SPYG
+412.5%
+674.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | +6.4% | +0.3% | +6.0% | +5.9% |
| 30D | -5.9% | -1.7% | -4.2% | -3.7% |
| 3M | -23.5% | +3.6% | -27.1% | -25.7% |
| 6M | +83.7% | +16.6% | +67.1% | +56.8% |
| YTD | +86.5% | +13.4% | +73.1% | +65.3% |
| 1Y | +100.5% | +19.6% | +80.9% | +67.8% |
| 3Y | +469.8% | +99.8% | +370.1% | +165.5% |
| 5Y | +725.7% | +85.0% | +640.7% | +317.4% |
| 10Y | +1,086.7% | +422.1% | +664.6% | +84.9% |
| All | +1,086.7% | +412.5% | +674.2% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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