+1,000.1%
FLEX vs SW
+147.8%
+852.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -0.9% | -5.1% | +4.2% | 0.0% |
| 30D | -10.1% | -4.6% | -5.6% | -9.5% |
| 3M | -31.3% | +9.4% | -40.7% | -32.7% |
| 6M | +71.3% | +3.5% | +67.8% | +69.3% |
| YTD | +81.2% | +22.0% | +59.2% | +74.0% |
| 1Y | +98.5% | +2.2% | +96.3% | +95.3% |
| 3Y | +428.2% | +19.6% | +408.7% | +406.3% |
| 5Y | +657.3% | -2.3% | +659.6% | +620.2% |
| All | +1,000.1% | +147.8% | +852.3% | +884.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling