+442.4%
FLEX vs STT
+207.1%
+235.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | -10.1% | +3.9% | -14.0% | -12.9% |
| 3M | -31.3% | +20.0% | -51.3% | -40.6% |
| 6M | +71.3% | +55.3% | +16.0% | +21.5% |
| YTD | +81.2% | +53.3% | +27.9% | +29.0% |
| 1Y | +98.5% | +74.7% | +23.8% | +28.0% |
| All | +442.4% | +207.1% | +235.3% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling