+416.7%
FLEX vs STT
+100.0%
+316.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.4% |
| 7D | -19.3% | -2.5% | -16.8% | -17.8% |
| 30D | -41.5% | -5.0% | -36.6% | -39.1% |
| 3M | -43.1% | -10.5% | -32.6% | -38.3% |
| 6M | -48.2% | +10.0% | -58.2% | -50.7% |
| YTD | +15.5% | +30.7% | -15.2% | -1.3% |
| 1Y | +10.2% | +43.8% | -33.6% | -11.0% |
| 3Y | +256.8% | +168.1% | +88.7% | +101.6% |
| All | +416.7% | +100.0% | +316.7% | +217.3% |
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