+112.6%
SPOT vs FLEX
+717.1%
-604.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.8% |
| 7D | -6.5% | +6.4% | -12.9% | -7.8% |
| 30D | +2.2% | -5.9% | +8.0% | +3.0% |
| 3M | +5.4% | -23.5% | +28.9% | +9.4% |
| 6M | -4.0% | +83.7% | -87.7% | -29.1% |
| YTD | -9.9% | +86.5% | -96.4% | -34.8% |
| 1Y | -27.3% | +100.5% | -127.8% | -49.7% |
| 3Y | +236.4% | +469.8% | -233.4% | +29.8% |
| 5Y | +112.6% | +725.7% | -613.1% | -40.1% |
| All | +112.6% | +717.1% | -604.5% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling