+444.1%
STM vs FLEX
+569.1%
-125.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.7% |
| 7D | -7.9% | -13.6% | +5.7% | -0.9% |
| 30D | -14.1% | -36.5% | +22.4% | +7.2% |
| 3M | -17.6% | -36.4% | +18.8% | +2.6% |
| 6M | -24.2% | -46.5% | +22.2% | +3.0% |
| YTD | +73.3% | +25.9% | +47.4% | +42.2% |
| 1Y | +90.1% | +19.6% | +70.5% | +59.1% |
| 3Y | +10.3% | +287.0% | -276.7% | -52.8% |
| 5Y | -5.7% | +466.6% | -472.4% | -67.6% |
| 10Y | +444.1% | +626.9% | -182.8% | +46.5% |
| All | +444.1% | +569.1% | -125.0% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling