+565.2%
FLEX vs STRL
+3,580.1%
-3,014.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.3% |
| 7D | -19.3% | -26.9% | +7.6% | -9.3% |
| 30D | -41.5% | -52.7% | +11.1% | -22.6% |
| 3M | -43.1% | -52.8% | +9.7% | -24.6% |
| 6M | -48.2% | -71.5% | +23.3% | -19.0% |
| YTD | +15.5% | -17.4% | +32.9% | +21.9% |
| 1Y | +10.2% | -35.0% | +45.2% | +25.3% |
| 3Y | +256.8% | +239.2% | +17.6% | +123.7% |
| 5Y | +408.2% | +830.2% | -422.0% | +120.0% |
| All | +565.2% | +3,580.1% | -3,014.9% | +100.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling