+416.7%
FLEX vs STRL
+779.4%
-362.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.1% |
| 7D | -19.3% | -26.9% | +7.6% | -8.1% |
| 30D | -41.5% | -52.7% | +11.1% | -20.2% |
| 3M | -43.1% | -52.8% | +9.7% | -22.3% |
| 6M | -48.2% | -71.5% | +23.3% | -15.3% |
| YTD | +15.5% | -17.4% | +32.9% | +23.1% |
| 1Y | +10.2% | -35.0% | +45.2% | +27.4% |
| 3Y | +256.8% | +239.2% | +17.6% | +116.7% |
| All | +416.7% | +779.4% | -362.7% | +87.5% |
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