+77.1%
SPYM vs FLEX
+287.2%
-210.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.1% |
| 7D | -0.6% | -13.6% | +13.1% | +1.3% |
| 30D | -3.7% | -36.5% | +32.8% | +2.6% |
| 3M | -2.7% | -36.4% | +33.7% | +3.2% |
| 6M | +2.2% | -46.5% | +48.7% | +10.4% |
| YTD | +10.9% | +25.9% | -15.0% | -1.6% |
| 1Y | +11.3% | +19.6% | -8.2% | -0.4% |
| All | +77.1% | +287.2% | -210.1% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling