+663.2%
FLEX vs STRL
+2,010.6%
-1,347.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | -0.7% |
| 7D | -0.9% | +3.4% | -4.3% | -2.2% |
| 30D | -10.1% | -9.2% | -0.9% | -6.7% |
| 3M | -31.3% | -51.0% | +19.7% | -10.8% |
| 6M | +71.3% | +15.8% | +55.5% | +56.9% |
| YTD | +81.2% | +58.9% | +22.4% | +47.5% |
| 1Y | +98.5% | +68.5% | +30.0% | +56.5% |
| 3Y | +428.2% | +485.2% | -57.0% | +157.9% |
| All | +663.2% | +2,010.6% | -1,347.4% | +108.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling