+2,233.8%
SAP vs FLEX
+4,795.0%
-2,561.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.6% |
| 30D | +9.0% | -10.1% | +19.2% | +11.8% |
| 3M | +14.9% | -31.3% | +46.3% | +23.7% |
| 6M | +11.9% | +71.3% | -59.4% | -10.9% |
| YTD | -9.9% | +81.2% | -91.2% | -30.0% |
| 1Y | -19.5% | +98.5% | -118.0% | -39.6% |
| 3Y | +61.8% | +428.2% | -366.4% | -12.4% |
| 5Y | +56.2% | +657.3% | -601.1% | -25.5% |
| 10Y | +180.6% | +995.9% | -815.3% | +6.7% |
| All | +2,233.8% | +4,795.0% | -2,561.2% | +436.2% |
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