+614.8%
FLEX vs STT
+198.3%
+416.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | +7.5% | +4.8% | +2.7% | +4.5% |
| 30D | -25.3% | +3.9% | -29.2% | -26.7% |
| 3M | -39.7% | -8.2% | -31.5% | -35.8% |
| 6M | -47.9% | +15.6% | -63.5% | -51.9% |
| YTD | +24.1% | +37.6% | -13.5% | +3.0% |
| 1Y | +26.0% | +50.1% | -24.2% | -0.7% |
| 3Y | +282.7% | +183.1% | +99.6% | +106.1% |
| 5Y | +424.2% | +104.8% | +319.4% | +227.1% |
| All | +614.8% | +198.3% | +416.5% | +237.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling