+155.6%
FLEX vs SPYG
+535.5%
-379.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +1.4% |
| 7D | +2.2% | -1.5% | +3.8% | +5.5% |
| 30D | -32.6% | -7.2% | -25.4% | -23.9% |
| 3M | -35.5% | -4.6% | -30.8% | -29.5% |
| 6M | -45.6% | -1.2% | -44.3% | -42.5% |
| YTD | +30.7% | +9.3% | +21.4% | +22.4% |
| 1Y | +28.4% | +8.8% | +19.5% | +21.2% |
| 3Y | +301.7% | +93.3% | +208.4% | +74.4% |
| 5Y | +473.3% | +71.7% | +401.6% | +184.0% |
| 10Y | +651.7% | +399.8% | +252.0% | -18.4% |
| All | +155.6% | +535.5% | -379.9% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling