+2,545.9%
FLEX vs SRE
+1,525.5%
+1,020.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 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% | -29.5% |
| 6M | +71.3% | -10.7% | +81.9% | +80.0% |
| YTD | +81.2% | -3.5% | +84.7% | +82.7% |
| 1Y | +98.5% | +5.3% | +93.2% | +90.9% |
| 3Y | +428.2% | +31.8% | +396.5% | +339.4% |
| 5Y | +657.3% | +47.4% | +609.9% | +487.4% |
| 10Y | +995.9% | +120.6% | +875.4% | +566.0% |
| All | +2,545.9% | +1,525.5% | +1,020.4% | +510.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling