+25.5%
FLEX vs SPYG
+8.4%
+17.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | -0.2% |
| 7D | +2.2% | -1.5% | +3.8% | +7.0% |
| 30D | -32.6% | -7.2% | -25.4% | -18.4% |
| 3M | -35.5% | -4.6% | -30.8% | -26.0% |
| 6M | -45.6% | -1.2% | -44.3% | -41.8% |
| YTD | +30.7% | +9.3% | +21.4% | +16.1% |
| All | +25.5% | +8.4% | +17.1% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling