+96.5%
STM vs FLEX
+23.4%
+73.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -12.3% | +6.3% | -0.7% |
| 7D | -6.0% | -17.0% | +11.0% | +1.6% |
| 30D | -20.9% | -33.8% | +12.9% | -6.5% |
| 3M | -15.8% | -39.0% | +23.3% | +3.0% |
| 6M | -17.0% | -15.9% | -1.2% | -6.0% |
| YTD | +76.8% | +27.8% | +49.0% | +65.8% |
| 1Y | +96.5% | +25.0% | +71.5% | +84.8% |
| All | +96.5% | +23.4% | +73.0% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling