+318.0%
SPYM vs FLEX
+1,128.1%
-810.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.4% | -0.9% |
| 7D | -0.8% | +5.7% | -6.5% | -2.2% |
| 30D | -1.1% | -7.0% | +5.9% | +0.3% |
| 3M | +3.9% | -23.8% | +27.7% | +9.2% |
| 6M | +13.6% | +82.6% | -69.0% | -7.3% |
| YTD | +12.7% | +91.6% | -78.9% | -9.8% |
| 1Y | +17.6% | +100.6% | -83.0% | -7.8% |
| 3Y | +77.2% | +479.8% | -402.5% | -0.3% |
| 5Y | +84.1% | +746.5% | -662.4% | -8.7% |
| All | +318.0% | +1,128.1% | -810.1% | +67.8% |
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