+2,673.5%
SPY vs FLEX
+4,757.6%
-2,084.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -0.5% |
| 7D | -2.7% | -19.3% | +16.6% | +0.8% |
| 30D | -5.4% | -41.5% | +36.1% | +3.3% |
| 3M | -4.1% | -43.1% | +39.0% | +4.9% |
| 6M | +0.7% | -48.2% | +48.9% | +10.7% |
| YTD | +8.7% | +15.5% | -6.8% | +0.9% |
| 1Y | +10.9% | +10.2% | +0.7% | +3.6% |
| 3Y | +75.0% | +256.8% | -181.8% | +28.9% |
| 5Y | +67.8% | +408.2% | -340.4% | +14.7% |
| 10Y | +312.9% | +580.9% | -268.0% | +151.8% |
| All | +2,673.5% | +4,757.6% | -2,084.1% | +1,086.9% |
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