+815.1%
SPYM vs FLEX
+917.3%
-102.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +3.3% | +17.1% | -13.8% | -0.7% |
| 30D | -2.6% | -29.5% | +26.9% | +4.4% |
| 3M | -1.7% | -37.3% | +35.5% | +7.8% |
| 6M | +3.1% | -44.1% | +47.2% | +14.5% |
| YTD | +12.0% | +29.3% | -17.3% | -2.5% |
| 1Y | +12.1% | +24.2% | -12.1% | -1.7% |
| 3Y | +78.5% | +297.3% | -218.8% | +12.1% |
| 5Y | +73.8% | +446.2% | -372.3% | -1.2% |
| 10Y | +312.5% | +643.7% | -331.1% | +96.8% |
| All | +815.1% | +917.3% | -102.2% | +235.7% |
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