+19.6%
FLEX vs SRE
-14.1%
+33.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -13.6% | -8.2% | -5.5% | -11.1% |
| 30D | -36.5% | -3.6% | -32.9% | -35.3% |
| 3M | -36.4% | -6.3% | -30.2% | -35.0% |
| 6M | -46.5% | -13.0% | -33.4% | -44.6% |
| YTD | +25.9% | -9.2% | +35.1% | +28.3% |
| 1Y | +19.6% | -13.1% | +32.7% | +21.9% |
| All | +19.6% | -14.1% | +33.6% | +21.9% |
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