+4.9%
STM vs FLEX
+254.3%
-249.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.6% | -0.1% | +2.2% |
| 7D | -10.7% | -19.3% | +8.6% | -0.9% |
| 30D | -25.7% | -41.5% | +15.8% | -4.3% |
| 3M | -21.6% | -43.1% | +21.6% | +2.2% |
| 6M | -27.8% | -48.2% | +20.4% | -1.2% |
| YTD | +61.8% | +15.5% | +46.3% | +41.7% |
| 1Y | +78.1% | +10.2% | +67.9% | +58.7% |
| 3Y | +4.9% | +256.8% | -251.9% | -50.3% |
| All | +4.9% | +254.3% | -249.5% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling