+26.0%
FLEX vs STRL
-22.7%
+48.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -1.0% | -2.5% |
| 7D | +7.5% | +15.7% | -8.2% | +0.1% |
| 30D | -25.3% | -35.5% | +10.2% | -8.4% |
| 3M | -39.7% | -47.1% | +7.5% | -19.3% |
| 6M | -47.9% | -65.8% | +17.9% | -17.7% |
| YTD | +24.1% | -4.5% | +28.6% | +24.9% |
| 1Y | +26.0% | -10.5% | +36.4% | +30.3% |
| All | +26.0% | -22.7% | +48.6% | +30.3% |
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