+726.2%
FLEX vs SYY
+18.1%
+708.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +7.0% | -2.8% | +9.7% | +8.0% |
| 30D | -5.8% | -5.3% | -0.5% | -4.1% |
| 3M | -24.2% | +5.1% | -29.3% | -26.4% |
| 6M | +90.8% | -5.0% | +95.8% | +92.0% |
| YTD | +89.2% | +10.7% | +78.5% | +78.8% |
| 1Y | +104.7% | +0.7% | +104.0% | +100.5% |
| 3Y | +478.1% | +24.0% | +454.0% | +392.0% |
| 5Y | +726.2% | +19.3% | +706.9% | +617.6% |
| All | +726.2% | +18.1% | +708.1% | +617.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling