+5,008.5%
FLEX vs STRL
+7,123.4%
-2,114.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +4.2% |
| 7D | -19.3% | -26.9% | +7.6% | -16.6% |
| 30D | -41.5% | -52.7% | +11.1% | -36.8% |
| 3M | -43.1% | -52.8% | +9.7% | -38.5% |
| 6M | -48.2% | -71.5% | +23.3% | -41.3% |
| YTD | +15.5% | -17.4% | +32.9% | +18.6% |
| 1Y | +10.2% | -35.0% | +45.2% | +15.4% |
| 3Y | +256.8% | +239.2% | +17.6% | +224.2% |
| 5Y | +408.2% | +830.2% | -422.0% | +326.2% |
| 10Y | +580.8% | +3,574.7% | -2,993.9% | +414.7% |
| All | +5,008.5% | +7,123.4% | -2,114.9% | +3,292.8% |
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