+464.3%
FLEX vs SU
+120.6%
+343.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | +6.4% | +1.6% | +4.8% | +6.1% |
| 30D | -5.9% | +10.7% | -16.6% | -7.5% |
| 3M | -23.5% | +13.5% | -37.0% | -25.2% |
| 6M | +83.7% | +21.8% | +61.9% | +67.9% |
| YTD | +86.5% | +58.8% | +27.6% | +52.4% |
| 1Y | +100.5% | +72.0% | +28.5% | +58.1% |
| All | +464.3% | +120.6% | +343.7% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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