+239.3%
SLV vs FLEX
+723.8%
-484.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.8% |
| 7D | +5.1% | -19.3% | +24.4% | +7.8% |
| 30D | -12.9% | -41.5% | +28.6% | -6.7% |
| 3M | -16.1% | -43.1% | +27.0% | -9.9% |
| 6M | -33.2% | -48.2% | +15.0% | -27.8% |
| YTD | -27.2% | +15.5% | -42.7% | -30.1% |
| 1Y | +7.6% | +10.2% | -2.6% | +3.9% |
| 3Y | +122.3% | +256.8% | -134.5% | +82.0% |
| 5Y | +109.7% | +408.2% | -298.5% | +61.9% |
| 10Y | +168.4% | +580.8% | -412.4% | +88.8% |
| All | +239.3% | +723.8% | -484.4% | +100.6% |
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