-85.6%
SMR vs FLEX
+23.4%
-109.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -12.3% | +7.9% | +2.3% |
| 7D | -9.5% | -17.0% | +7.4% | -0.2% |
| 30D | -33.2% | -33.8% | +0.6% | -16.7% |
| 3M | -45.9% | -39.0% | -6.9% | -30.2% |
| 6M | -57.9% | -15.9% | -42.0% | -56.7% |
| YTD | -63.8% | +27.8% | -91.6% | -75.7% |
| 1Y | -85.6% | +25.0% | -110.6% | -90.4% |
| All | -85.6% | +23.4% | -109.0% | -90.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling