+1,005.1%
FLEX vs STT
+269.9%
+735.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | -10.1% | +3.9% | -14.0% | -12.2% |
| 3M | -31.3% | +20.0% | -51.3% | -38.5% |
| 6M | +71.3% | +55.3% | +16.0% | +31.3% |
| YTD | +81.2% | +53.3% | +27.9% | +39.5% |
| 1Y | +98.5% | +74.7% | +23.8% | +41.3% |
| 3Y | +428.2% | +205.8% | +222.4% | +168.9% |
| 5Y | +657.3% | +145.0% | +512.3% | +318.6% |
| All | +1,005.1% | +269.9% | +735.2% | +348.5% |
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