+173.3%
FLXS vs SPY
+79.8%
+93.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +2.9% | -2.0% | +4.9% | +4.6% |
| 30D | +10.0% | -1.7% | +11.6% | +11.4% |
| 3M | +42.8% | +4.7% | +38.1% | +37.2% |
| 6M | +78.4% | +12.5% | +65.9% | +61.3% |
| YTD | +111.2% | +11.7% | +99.5% | +92.5% |
| 1Y | +69.8% | +17.5% | +52.3% | +48.6% |
| 3Y | +342.3% | +76.6% | +265.7% | +192.4% |
| 5Y | +173.3% | +82.0% | +91.3% | +80.9% |
| All | +173.3% | +79.8% | +93.5% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling