+110.6%
FLXS vs SPY
+322.5%
-211.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.3% |
| 7D | -0.9% | -0.8% | -0.2% | -0.3% |
| 30D | +10.3% | -1.1% | +11.3% | +11.2% |
| 3M | +29.3% | +3.9% | +25.4% | +24.9% |
| 6M | +78.3% | +13.6% | +64.7% | +59.8% |
| YTD | +107.8% | +12.7% | +95.1% | +88.1% |
| 1Y | +67.1% | +17.5% | +49.6% | +46.2% |
| 3Y | +342.5% | +76.9% | +265.6% | +180.9% |
| 5Y | +168.9% | +83.6% | +85.3% | +64.7% |
| All | +110.6% | +322.5% | -211.9% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling