+90.1%
STM vs FLEX
+18.3%
+71.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.6% |
| 7D | -7.9% | -13.6% | +5.7% | -2.0% |
| 30D | -14.1% | -36.5% | +22.4% | +3.4% |
| 3M | -17.6% | -36.4% | +18.8% | -0.9% |
| 6M | -24.2% | -46.5% | +22.2% | -2.2% |
| YTD | +73.3% | +25.9% | +47.4% | +63.9% |
| 1Y | +90.1% | +19.6% | +70.5% | +82.2% |
| All | +90.1% | +18.3% | +71.8% | +82.2% |
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