+67.1%
FLXS vs SPY
+18.1%
+49.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.5% |
| 7D | -0.9% | -0.8% | -0.2% | -0.2% |
| 30D | +10.3% | -1.1% | +11.3% | +11.4% |
| 3M | +29.3% | +3.9% | +25.4% | +23.5% |
| 6M | +78.3% | +13.6% | +64.7% | +53.6% |
| YTD | +107.8% | +12.7% | +95.1% | +80.8% |
| 1Y | +67.1% | +17.5% | +49.6% | +34.1% |
| All | +67.1% | +18.1% | +49.0% | +34.1% |
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