+184.2%
SLV vs FLEX
+446.9%
-262.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +6.7% | -10.1% | +16.8% | +8.7% |
| 3M | -10.7% | -31.3% | +20.7% | -5.2% |
| 6M | -20.6% | +71.3% | -91.9% | -29.7% |
| YTD | -7.1% | +81.2% | -88.4% | -18.4% |
| 1Y | +62.0% | +98.5% | -36.5% | +40.1% |
| All | +184.2% | +446.9% | -262.8% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling