+303.1%
FLEX vs STRL
+358.3%
-55.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.9% | -1.2% | +1.6% |
| 7D | +2.2% | +7.1% | -4.9% | -0.5% |
| 30D | -32.6% | -39.4% | +6.7% | -16.4% |
| 3M | -35.5% | -43.0% | +7.5% | -18.0% |
| 6M | -45.6% | -65.0% | +19.4% | -17.2% |
| YTD | +30.7% | -0.8% | +31.5% | +29.3% |
| 1Y | +28.4% | -20.3% | +48.7% | +37.0% |
| All | +303.1% | +358.3% | -55.2% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling