+626.9%
FLEX vs STT
+198.3%
+428.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | -13.6% | +1.1% | -14.8% | -14.0% |
| 30D | -36.5% | -1.9% | -34.6% | -35.2% |
| 3M | -36.4% | -7.6% | -28.9% | -32.6% |
| 6M | -46.5% | +16.0% | -62.5% | -50.7% |
| YTD | +25.9% | +36.2% | -10.2% | +5.2% |
| 1Y | +19.6% | +46.8% | -27.2% | -4.4% |
| 3Y | +287.0% | +177.8% | +109.2% | +110.9% |
| 5Y | +466.6% | +105.8% | +360.8% | +252.8% |
| 10Y | +626.9% | +197.6% | +429.4% | +248.8% |
| All | +626.9% | +198.3% | +428.6% | +248.8% |
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 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