+26.0%
FLEX vs SRE
-11.2%
+37.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.3% |
| 7D | +7.5% | +1.8% | +5.7% | +6.8% |
| 30D | -25.3% | -3.0% | -22.3% | -24.1% |
| 3M | -39.7% | -7.3% | -32.4% | -38.2% |
| 6M | -47.9% | -11.9% | -36.0% | -46.2% |
| YTD | +24.1% | -7.9% | +32.0% | +25.6% |
| 1Y | +26.0% | -11.1% | +37.1% | +28.9% |
| All | +26.0% | -11.2% | +37.1% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling