-5.4%
STM vs FLEX
+467.1%
-472.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | +16.3% | +17.1% | -0.8% | +6.8% |
| 30D | -6.3% | -29.5% | +23.3% | +11.4% |
| 3M | -14.1% | -37.3% | +23.2% | +8.3% |
| 6M | -19.6% | -44.1% | +24.5% | +7.6% |
| YTD | +80.1% | +29.3% | +50.8% | +43.3% |
| 1Y | +95.4% | +24.2% | +71.2% | +57.8% |
| 3Y | +14.7% | +297.3% | -282.6% | -58.0% |
| 5Y | -5.4% | +446.2% | -451.6% | -75.1% |
| All | -5.4% | +467.1% | -472.5% | -75.1% |
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