+264.0%
SPOT vs FLEX
+808.2%
-544.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | +12.5% | -10.1% | +22.6% | +14.7% |
| 3M | +9.9% | -31.3% | +41.2% | +17.5% |
| 6M | +1.6% | +71.3% | -69.7% | -19.8% |
| YTD | -6.6% | +81.2% | -87.8% | -28.2% |
| 1Y | -22.9% | +98.5% | -121.4% | -43.0% |
| 3Y | +244.3% | +428.2% | -184.0% | +78.6% |
| 5Y | +117.8% | +657.3% | -539.5% | -0.7% |
| All | +264.0% | +808.2% | -544.2% | +39.0% |
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