+726.2%
FLEX vs STT
+150.3%
+575.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +5.2% |
| 7D | +7.0% | +2.2% | +4.8% | +5.4% |
| 30D | -5.8% | +3.9% | -9.7% | -8.1% |
| 3M | -24.2% | +19.2% | -43.4% | -32.1% |
| 6M | +90.8% | +60.4% | +30.4% | +42.8% |
| YTD | +89.2% | +51.5% | +37.7% | +46.1% |
| 1Y | +104.7% | +76.3% | +28.4% | +44.5% |
| 3Y | +478.1% | +200.7% | +277.3% | +202.2% |
| 5Y | +726.2% | +157.5% | +568.7% | +320.3% |
| All | +726.2% | +150.3% | +575.9% | +320.3% |
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