+1,600.3%
FLXS vs SPY
+3,074.3%
-1,474.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +6.3% | +0.5% | +5.7% | +6.0% |
| 30D | +10.5% | -0.9% | +11.5% | +10.9% |
| 3M | +49.6% | +3.9% | +45.8% | +47.2% |
| 6M | +80.6% | +14.5% | +66.1% | +70.6% |
| YTD | +115.0% | +12.9% | +102.0% | +104.6% |
| 1Y | +74.7% | +19.4% | +55.3% | +62.7% |
| 3Y | +350.1% | +78.5% | +271.6% | +260.4% |
| 5Y | +174.9% | +81.8% | +93.1% | +118.5% |
| 10Y | +117.6% | +311.5% | -193.9% | +35.4% |
| All | +1,600.3% | +3,074.3% | -1,474.0% | +437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling