+614.8%
FLEX vs STRL
+3,697.3%
-3,082.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -1.0% | -2.9% |
| 7D | +7.5% | +15.7% | -8.2% | +1.8% |
| 30D | -25.3% | -35.5% | +10.2% | -11.8% |
| 3M | -39.7% | -47.1% | +7.5% | -23.4% |
| 6M | -47.9% | -65.8% | +17.9% | -23.6% |
| YTD | +24.1% | -4.5% | +28.6% | +24.1% |
| 1Y | +26.0% | -10.5% | +36.4% | +28.2% |
| 3Y | +282.7% | +340.6% | -57.9% | +119.8% |
| 5Y | +424.2% | +911.0% | -486.8% | +118.3% |
| All | +614.8% | +3,697.3% | -3,082.5% | +102.8% |
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