+307.8%
SPY vs FLEX
+608.2%
-300.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.6% |
| 7D | +2.6% | +7.5% | -4.9% | +0.8% |
| 30D | -2.0% | -25.3% | +23.3% | +3.6% |
| 3M | -2.8% | -39.7% | +36.9% | +7.4% |
| 6M | +2.1% | -47.9% | +50.0% | +15.0% |
| YTD | +11.5% | +24.1% | -12.6% | -2.9% |
| 1Y | +13.5% | +26.0% | -12.5% | -1.9% |
| 3Y | +77.7% | +282.7% | -205.0% | +8.7% |
| 5Y | +72.6% | +424.2% | -351.6% | -5.4% |
| All | +307.8% | +608.2% | -300.3% | +87.1% |
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 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