+25.0%
FLEX vs STRL
-30.1%
+55.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -21.5% | +9.1% | -2.2% |
| 7D | -17.0% | -27.1% | +10.1% | -4.1% |
| 30D | -33.8% | -45.8% | +11.9% | -12.4% |
| 3M | -39.0% | -47.6% | +8.6% | -18.1% |
| 6M | -15.9% | -46.4% | +30.5% | +13.6% |
| YTD | +27.8% | -7.4% | +35.2% | +29.5% |
| 1Y | +25.0% | -25.9% | +50.8% | +40.0% |
| All | +25.0% | -30.1% | +55.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling