+2,432.7%
SAP vs FLEX
+3,018.9%
-586.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.7% | -5.4% |
| 7D | -0.7% | -19.3% | +18.6% | +4.2% |
| 30D | +11.1% | -41.5% | +52.6% | +25.7% |
| 3M | +17.0% | -43.1% | +60.2% | +32.4% |
| 6M | +34.8% | -48.2% | +83.1% | +51.1% |
| YTD | -2.2% | +15.5% | -17.7% | -16.3% |
| 1Y | -6.4% | +10.2% | -16.7% | -19.3% |
| 3Y | +75.1% | +256.8% | -181.7% | +2.9% |
| 5Y | +69.8% | +408.2% | -338.4% | -12.0% |
| 10Y | +219.8% | +580.8% | -361.0% | +34.9% |
| All | +2,432.7% | +3,018.9% | -586.1% | +540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling