+319.7%
SPY vs FLEX
+1,045.8%
-726.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | -0.4% | +6.4% | -6.7% | -1.8% |
| 30D | -1.4% | -5.9% | +4.5% | -0.2% |
| 3M | +3.7% | -23.5% | +27.2% | +8.9% |
| 6M | +13.0% | +83.7% | -70.7% | -8.0% |
| YTD | +12.4% | +86.5% | -74.1% | -9.5% |
| 1Y | +18.5% | +100.5% | -82.0% | -7.2% |
| 3Y | +77.6% | +469.8% | -392.2% | +0.4% |
| 5Y | +81.7% | +725.7% | -644.0% | -9.2% |
| 10Y | +319.7% | +1,086.7% | -767.1% | +70.6% |
| All | +319.7% | +1,045.8% | -726.1% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling