+5,008.5%
FLEX vs STT
+2,956.2%
+2,052.2%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | -19.3% | -2.5% | -16.8% | -18.2% |
| 30D | -41.5% | -5.0% | -36.6% | -39.7% |
| 3M | -43.1% | -10.5% | -32.6% | -39.6% |
| 6M | -48.2% | +10.0% | -58.2% | -50.2% |
| YTD | +15.5% | +30.7% | -15.2% | +2.2% |
| 1Y | +10.2% | +43.8% | -33.6% | -6.8% |
| 3Y | +256.8% | +168.1% | +88.7% | +123.3% |
| 5Y | +408.2% | +101.4% | +306.8% | +254.8% |
| 10Y | +580.8% | +211.3% | +369.5% | +271.7% |
| All | +5,008.5% | +2,956.2% | +2,052.2% | +970.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling