+2,798.0%
SPY vs FLEX
+7,523.3%
-4,725.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +0.1% | -10.1% | +10.2% | +1.8% |
| 3M | +2.0% | -31.3% | +33.3% | +8.1% |
| 6M | +13.0% | +71.3% | -58.3% | -0.8% |
| YTD | +13.5% | +81.2% | -67.7% | -1.8% |
| 1Y | +20.0% | +98.5% | -78.5% | +1.6% |
| 3Y | +77.2% | +428.2% | -351.1% | +22.7% |
| 5Y | +81.9% | +657.3% | -575.4% | +16.8% |
| 10Y | +314.1% | +995.9% | -681.9% | +134.2% |
| All | +2,798.0% | +7,523.3% | -4,725.3% | +1,055.6% |
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 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