+254.4%
FLEX vs SPYG
+564.9%
-310.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | -0.9% | +0.4% | -1.3% | -1.4% |
| 30D | -10.1% | -0.4% | -9.7% | -9.4% |
| 3M | -31.3% | +0.5% | -31.9% | -30.8% |
| 6M | +71.3% | +17.5% | +53.8% | +41.7% |
| YTD | +81.2% | +14.3% | +66.9% | +56.1% |
| 1Y | +98.5% | +21.7% | +76.8% | +57.8% |
| 3Y | +428.2% | +98.6% | +329.6% | +115.7% |
| 5Y | +657.3% | +85.1% | +572.2% | +230.2% |
| 10Y | +995.9% | +412.0% | +583.9% | +12.7% |
| All | +254.4% | +564.9% | -310.4% | -80.6% |
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 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