+25.0%
FLEX vs STT
+53.6%
-28.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.2% | -14.5% | -14.7% |
| 7D | -17.0% | -0.1% | -16.9% | -17.0% |
| 30D | -33.8% | -1.7% | -32.2% | -32.5% |
| 3M | -39.0% | -6.4% | -32.7% | -34.5% |
| 6M | -15.9% | +17.7% | -33.6% | -27.6% |
| YTD | +27.8% | +36.9% | -9.0% | -7.4% |
| 1Y | +25.0% | +52.0% | -27.1% | -22.6% |
| All | +25.0% | +53.6% | -28.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling