+7,917.6%
FLEX vs STRL
+13,799.7%
-5,882.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.8% | -4.3% | +0.9% |
| 7D | -0.9% | +3.4% | -4.3% | -1.2% |
| 30D | -10.1% | -9.2% | -0.9% | -9.3% |
| 3M | -31.3% | -51.0% | +19.7% | -26.5% |
| 6M | +71.3% | +15.8% | +55.5% | +68.7% |
| YTD | +81.2% | +58.9% | +22.4% | +73.8% |
| 1Y | +98.5% | +68.5% | +30.0% | +89.2% |
| 3Y | +428.2% | +485.2% | -57.0% | +351.7% |
| 5Y | +657.3% | +2,005.1% | -1,347.8% | +486.0% |
| 10Y | +995.9% | +7,118.0% | -6,122.0% | +672.2% |
| All | +7,917.6% | +13,799.7% | -5,882.1% | +4,872.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling