+2,766.0%
SPY vs FLEX
+5,397.3%
-2,631.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.6% |
| 7D | -0.9% | +2.2% | -3.2% | -1.5% |
| 30D | -2.4% | -32.6% | +30.3% | +3.9% |
| 3M | -1.2% | -35.5% | +34.3% | +5.6% |
| 6M | +3.3% | -45.6% | +48.9% | +12.5% |
| YTD | +12.3% | +30.7% | -18.4% | +1.9% |
| 1Y | +12.4% | +28.4% | -15.9% | +2.1% |
| 3Y | +78.8% | +301.7% | -222.9% | +28.8% |
| 5Y | +75.2% | +473.3% | -398.1% | +17.1% |
| 10Y | +311.1% | +651.7% | -340.6% | +145.9% |
| All | +2,766.0% | +5,397.3% | -2,631.3% | +1,098.1% |
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 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