+100.5%
FLEX vs SRE
+10.5%
+90.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +6.4% | +1.5% | +4.9% | +6.1% |
| 30D | -5.9% | +0.8% | -6.7% | -6.0% |
| 3M | -23.5% | -5.8% | -17.7% | -22.6% |
| 6M | +83.7% | -7.8% | +91.5% | +85.9% |
| YTD | +86.5% | -2.4% | +88.8% | +85.7% |
| 1Y | +100.5% | +8.9% | +91.6% | +100.2% |
| All | +100.5% | +10.5% | +90.0% | +100.2% |
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