+473.3%
FLEX vs STT
+109.1%
+364.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +2.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.5% |
| 30D | -32.6% | -0.4% | -32.2% | -31.9% |
| 3M | -35.5% | -6.5% | -29.0% | -32.0% |
| 6M | -45.6% | +17.2% | -62.7% | -50.3% |
| YTD | +30.7% | +38.2% | -7.5% | +7.7% |
| 1Y | +28.4% | +49.3% | -20.9% | +1.1% |
| 3Y | +301.7% | +181.9% | +119.7% | +119.6% |
| 5Y | +473.3% | +106.9% | +366.3% | +242.9% |
| All | +473.3% | +109.1% | +364.1% | +242.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling