+311.1%
SPOT vs FLEX
+521.9%
-210.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.2% |
| 7D | +1.6% | +7.5% | -5.9% | -0.1% |
| 30D | +16.9% | -25.3% | +42.2% | +22.3% |
| 3M | +23.0% | -39.7% | +62.6% | +33.7% |
| 6M | +42.2% | -47.9% | +90.0% | +55.9% |
| YTD | +5.5% | +24.1% | -18.6% | -14.0% |
| 1Y | -5.1% | +26.0% | -31.0% | -23.2% |
| 3Y | +257.9% | +282.7% | -24.8% | +93.9% |
| 5Y | +118.4% | +424.2% | -305.9% | +5.5% |
| All | +311.1% | +521.9% | -210.7% | +66.4% |
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