-55.9%
FLX vs SPY
+11.9%
-67.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +2.0% | -3.7% | +5.7% | +5.0% |
| 3M | -26.9% | -2.7% | -24.2% | -25.7% |
| 6M | -40.9% | +2.2% | -43.0% | -43.4% |
| YTD | -52.2% | +10.8% | -63.0% | -59.8% |
| 1Y | -55.9% | +11.2% | -67.2% | -63.1% |
| All | -55.9% | +11.9% | -67.9% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling