+20.2%
SGOV vs FLEX
+1,427.3%
-1,407.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | +6.4% | -6.3% | +0.1% |
| 30D | +0.3% | -5.9% | +6.2% | +0.3% |
| 3M | +0.9% | -23.5% | +24.4% | +0.9% |
| 6M | +1.8% | +83.7% | -81.9% | +1.8% |
| YTD | +2.5% | +86.5% | -84.0% | +2.5% |
| 1Y | +3.8% | +100.5% | -96.7% | +3.8% |
| 3Y | +14.4% | +469.8% | -455.5% | +14.3% |
| 5Y | +20.2% | +725.7% | -705.5% | +20.1% |
| All | +20.2% | +1,427.3% | -1,407.1% | +20.2% |
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