+7.5%
SMR vs FLEX
+811.2%
-803.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.3% |
| 7D | +13.1% | +6.4% | +6.7% | +8.8% |
| 30D | +17.8% | -5.9% | +23.6% | +22.2% |
| 3M | +8.1% | -23.5% | +31.6% | +26.6% |
| 6M | -11.1% | +83.7% | -94.8% | -47.9% |
| YTD | -23.7% | +86.5% | -110.2% | -55.9% |
| 1Y | -69.4% | +100.5% | -169.9% | -82.9% |
| 3Y | +82.6% | +469.8% | -387.2% | -43.8% |
| All | +7.5% | +811.2% | -803.7% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling