+98.5%
FLEX vs STT
+75.3%
+23.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | -10.1% | +3.9% | -14.0% | -13.2% |
| 3M | -31.3% | +20.0% | -51.3% | -41.7% |
| 6M | +71.3% | +55.3% | +16.0% | +17.1% |
| YTD | +81.2% | +53.3% | +27.9% | +23.7% |
| 1Y | +98.5% | +74.7% | +23.8% | +25.8% |
| All | +98.5% | +75.3% | +23.2% | +25.8% |
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