+80.7%
SAP vs FLEX
+421.8%
-341.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.8% |
| 7D | +0.6% | +7.5% | -6.8% | -0.2% |
| 30D | +6.5% | -25.3% | +31.8% | +9.2% |
| 3M | +12.2% | -39.7% | +51.9% | +17.6% |
| 6M | +46.1% | -47.9% | +93.9% | +53.6% |
| YTD | -1.6% | +24.1% | -25.7% | -17.2% |
| 1Y | -5.1% | +26.0% | -31.1% | -20.8% |
| 3Y | +68.4% | +282.7% | -214.3% | -5.1% |
| All | +80.7% | +421.8% | -341.0% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling