+1,103.9%
FLEX vs SRE
+120.1%
+983.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.6% |
| 7D | +7.0% | +1.4% | +5.5% | +6.3% |
| 30D | -5.8% | +1.9% | -7.7% | -6.9% |
| 3M | -24.2% | -3.3% | -20.9% | -23.4% |
| 6M | +90.8% | -6.4% | +97.2% | +95.6% |
| YTD | +89.2% | -1.8% | +91.0% | +89.1% |
| 1Y | +104.7% | +10.7% | +94.0% | +92.5% |
| 3Y | +478.1% | +31.8% | +446.3% | +382.2% |
| 5Y | +726.2% | +49.2% | +677.0% | +540.3% |
| All | +1,103.9% | +120.1% | +983.8% | +740.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling