+67.6%
SPY vs FLEX
+409.9%
-342.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -0.6% |
| 7D | -2.7% | -19.3% | +16.6% | +1.2% |
| 30D | -5.4% | -41.5% | +36.1% | +4.7% |
| 3M | -4.1% | -43.1% | +39.0% | +6.4% |
| 6M | +0.7% | -48.2% | +48.9% | +12.2% |
| YTD | +8.7% | +15.5% | -6.8% | -5.1% |
| 1Y | +10.9% | +10.2% | +0.7% | -2.3% |
| 3Y | +75.0% | +256.8% | -181.8% | -0.5% |
| All | +67.6% | +409.9% | -342.3% | -21.7% |
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