+214.8%
SAP vs FLEX
+569.1%
-354.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.7% | -4.9% |
| 7D | -0.7% | -19.3% | +18.6% | +2.4% |
| 30D | +11.1% | -41.5% | +52.6% | +20.4% |
| 3M | +17.0% | -43.1% | +60.1% | +26.9% |
| 6M | +34.8% | -48.2% | +83.0% | +45.1% |
| YTD | -2.2% | +15.5% | -17.7% | -15.5% |
| 1Y | -6.4% | +10.2% | -16.7% | -18.5% |
| 3Y | +75.1% | +256.8% | -181.7% | +8.3% |
| 5Y | +69.8% | +408.2% | -338.4% | -6.4% |
| All | +214.8% | +569.1% | -354.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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