+626.9%
FLEX vs SRE
+117.6%
+509.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | -13.6% | -8.2% | -5.5% | -9.7% |
| 30D | -36.5% | -3.6% | -32.9% | -35.2% |
| 3M | -36.4% | -6.3% | -30.2% | -34.5% |
| 6M | -46.5% | -13.0% | -33.4% | -43.0% |
| YTD | +25.9% | -9.2% | +35.1% | +30.9% |
| 1Y | +19.6% | -13.1% | +32.7% | +26.9% |
| 3Y | +287.0% | +22.4% | +264.6% | +234.4% |
| 5Y | +466.6% | +47.1% | +419.5% | +339.5% |
| 10Y | +626.9% | +121.0% | +506.0% | +428.8% |
| All | +626.9% | +117.6% | +509.3% | +428.8% |
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