+673.8%
STX vs FLEX
+281.5%
+392.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.0% |
| 7D | +14.6% | +7.5% | +7.1% | +10.5% |
| 30D | -26.0% | -25.3% | -0.7% | -14.0% |
| 3M | -42.6% | -39.7% | -2.9% | -26.4% |
| 6M | -35.3% | -47.9% | +12.6% | -10.5% |
| YTD | +92.5% | +24.1% | +68.4% | +63.8% |
| 1Y | +102.4% | +26.0% | +76.4% | +70.8% |
| 3Y | +673.8% | +282.7% | +391.1% | +351.2% |
| All | +673.8% | +281.5% | +392.3% | +351.2% |
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 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