+478.1%
FLEX vs SPYG
+100.8%
+377.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +5.1% |
| 7D | +7.0% | +1.2% | +5.8% | +5.0% |
| 30D | -5.8% | -1.6% | -4.2% | -3.4% |
| 3M | -24.2% | +3.4% | -27.6% | -26.7% |
| 6M | +90.8% | +18.9% | +71.9% | +55.2% |
| YTD | +89.2% | +13.8% | +75.4% | +63.4% |
| 1Y | +104.7% | +20.6% | +84.1% | +65.6% |
| 3Y | +478.1% | +100.5% | +377.6% | +206.6% |
| All | +478.1% | +100.8% | +377.3% | +206.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling