-3.6%
SMR vs FLEX
+785.6%
-789.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.5% |
| 7D | +4.4% | -0.9% | +5.3% | +5.0% |
| 30D | +3.4% | -10.1% | +13.6% | +10.5% |
| 3M | -19.2% | -31.3% | +12.2% | +2.0% |
| 6M | -22.6% | +71.3% | -93.9% | -52.4% |
| YTD | -31.5% | +81.2% | -112.8% | -59.8% |
| 1Y | -73.1% | +98.5% | -171.6% | -84.9% |
| 3Y | +55.0% | +428.2% | -373.3% | -50.6% |
| All | -3.6% | +785.6% | -789.1% | -74.4% |
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 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