+21.0%
STM vs FLEX
+657.3%
-636.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.1% |
| 7D | +5.8% | -0.9% | +6.7% | +6.3% |
| 30D | -1.0% | -10.1% | +9.1% | +4.6% |
| 3M | -33.3% | -31.3% | -1.9% | -19.4% |
| 6M | +57.4% | +71.3% | -13.9% | +12.4% |
| YTD | +102.2% | +81.2% | +20.9% | +38.1% |
| 1Y | +99.6% | +98.5% | +1.1% | +26.5% |
| 3Y | +14.5% | +428.2% | -413.7% | -61.4% |
| All | +21.0% | +657.3% | -636.3% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling