-89.6%
FLX vs SPY
+36.6%
-126.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.6% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | -9.6% | -0.9% | -8.7% | -9.6% |
| 3M | -17.2% | +3.9% | -21.1% | -17.4% |
| 6M | -19.0% | +14.5% | -33.5% | -19.5% |
| YTD | -40.9% | +12.9% | -53.8% | -41.4% |
| 1Y | -39.9% | +19.4% | -59.3% | -39.4% |
| All | -89.6% | +36.6% | -126.1% | -88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling