+282.7%
FLEX vs SPYG
+91.6%
+191.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -2.6% |
| 7D | +7.5% | +2.3% | +5.1% | +4.0% |
| 30D | -25.3% | -6.5% | -18.8% | -15.6% |
| 3M | -39.7% | -6.8% | -32.8% | -30.9% |
| 6M | -47.9% | -3.1% | -44.7% | -42.9% |
| YTD | +24.1% | +8.0% | +16.1% | +18.7% |
| 1Y | +26.0% | +10.2% | +15.7% | +17.6% |
| 3Y | +282.7% | +91.0% | +191.7% | +93.5% |
| All | +282.7% | +91.6% | +191.1% | +93.5% |
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