+241.2%
FLEX vs SW
+40.4%
+200.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.5% | -12.1% | -13.1% |
| 7D | -28.3% | +4.7% | -33.0% | -29.6% |
| 30D | -45.0% | +5.0% | -50.0% | -46.3% |
| 3M | -45.2% | -7.3% | -37.9% | -44.1% |
| 6M | -30.8% | +15.0% | -45.8% | -35.5% |
| YTD | +10.4% | +18.5% | -8.1% | +0.2% |
| 1Y | +2.3% | +27.1% | -24.9% | -9.8% |
| All | +241.2% | +40.4% | +200.9% | +198.7% |
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