+626.9%
FLEX vs STRL
+3,927.3%
-3,300.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -13.6% | -19.8% | +6.2% | -6.2% |
| 30D | -36.5% | -43.6% | +7.1% | -21.2% |
| 3M | -36.4% | -45.2% | +8.8% | -20.3% |
| 6M | -46.5% | -65.7% | +19.2% | -21.6% |
| YTD | +25.9% | -5.4% | +31.4% | +26.4% |
| 1Y | +19.6% | -24.7% | +44.2% | +28.7% |
| 3Y | +287.0% | +335.0% | -48.0% | +123.4% |
| 5Y | +466.6% | +915.3% | -448.7% | +136.0% |
| 10Y | +626.9% | +3,877.5% | -3,250.5% | +107.7% |
| All | +626.9% | +3,927.3% | -3,300.3% | +107.7% |
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