+449.4%
FLEX vs SRE
+31.9%
+417.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -10.1% | -0.7% | -9.4% | -10.1% |
| 3M | -31.3% | -6.3% | -25.0% | -30.1% |
| 6M | +71.3% | -10.7% | +81.9% | +77.0% |
| YTD | +81.2% | -3.5% | +84.7% | +82.1% |
| 1Y | +98.5% | +5.3% | +93.2% | +93.0% |
| All | +449.4% | +31.9% | +417.5% | +385.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling