+88.9%
SMR vs FLEX
+475.0%
-386.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.4% | +10.9% | +12.0% |
| 7D | +21.4% | +7.0% | +14.4% | +15.8% |
| 30D | +13.8% | -5.8% | +19.7% | +18.5% |
| 3M | +3.9% | -24.2% | +28.1% | +24.2% |
| 6M | -4.2% | +90.8% | -95.0% | -51.0% |
| YTD | -21.1% | +89.2% | -110.3% | -59.6% |
| 1Y | -67.1% | +104.7% | -171.8% | -84.0% |
| 3Y | +88.9% | +478.1% | -389.2% | -59.6% |
| All | +88.9% | +475.0% | -386.2% | -59.6% |
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 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