+723.8%
FLEX vs SU
+342.1%
+381.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | +6.4% | +1.6% | +4.8% | +6.0% |
| 30D | -5.9% | +10.7% | -16.6% | -8.1% |
| 3M | -23.5% | +13.5% | -37.0% | -25.9% |
| 6M | +83.7% | +21.8% | +61.9% | +70.2% |
| YTD | +86.5% | +58.8% | +27.6% | +58.7% |
| 1Y | +100.5% | +72.0% | +28.5% | +66.1% |
| 3Y | +469.8% | +121.7% | +348.1% | +335.4% |
| All | +723.8% | +342.1% | +381.8% | +416.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling