+295.0%
FLEX vs SW
+42.5%
+252.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.1% | -16.4% | -13.7% |
| 7D | -17.0% | +12.1% | -29.0% | -20.5% |
| 30D | -33.8% | +6.6% | -40.4% | -35.7% |
| 3M | -39.0% | -6.0% | -33.0% | -38.2% |
| 6M | -15.9% | +21.5% | -37.4% | -23.1% |
| YTD | +27.8% | +20.3% | +7.5% | +15.3% |
| 1Y | +25.0% | +28.1% | -3.2% | +9.9% |
| All | +295.0% | +42.5% | +252.5% | +243.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling