+304.4%
FLEX vs SYY
+26.4%
+278.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +12.0% |
| 7D | -7.2% | -4.1% | -3.1% | -7.0% |
| 30D | -34.8% | +0.3% | -35.1% | -34.9% |
| 3M | -35.6% | -6.3% | -29.2% | -35.3% |
| 6M | -45.0% | +9.7% | -54.7% | -46.5% |
| YTD | +29.4% | +9.4% | +19.9% | +27.6% |
| 1Y | +24.8% | +7.3% | +17.5% | +23.1% |
| 3Y | +304.4% | +27.6% | +276.8% | +253.5% |
| All | +304.4% | +26.4% | +278.0% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling