+1,033.9%
FLEX vs SYY
+114.2%
+919.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.1% | -4.6% |
| 7D | +0.1% | +1.5% | -1.4% | -0.8% |
| 30D | -11.8% | -2.3% | -9.4% | -10.8% |
| 3M | -22.6% | +5.5% | -28.1% | -25.6% |
| 6M | +77.3% | -1.0% | +78.3% | +75.2% |
| YTD | +78.8% | +14.1% | +64.6% | +62.5% |
| 1Y | +86.1% | +5.6% | +80.5% | +75.6% |
| 3Y | +446.2% | +27.9% | +418.3% | +345.6% |
| 5Y | +689.7% | +22.7% | +667.0% | +553.2% |
| All | +1,033.9% | +114.2% | +919.8% | +564.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SYY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling