+97.4%
STM vs FLEX
+104.3%
-6.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -2.3% |
| 7D | +5.2% | +7.0% | -1.8% | +2.3% |
| 30D | -7.4% | -5.8% | -1.6% | -5.1% |
| 3M | -30.6% | -24.2% | -6.4% | -23.3% |
| 6M | +66.4% | +90.8% | -24.4% | +35.0% |
| YTD | +101.1% | +89.2% | +12.0% | +62.3% |
| 1Y | +97.4% | +104.7% | -7.3% | +51.0% |
| All | +97.4% | +104.3% | -6.9% | +51.0% |
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