-9.2%
FLUT vs STT
+264.2%
-273.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +3.8% | +2.2% | +1.6% | +3.4% |
| 30D | +6.3% | +3.9% | +2.4% | +5.6% |
| 3M | -4.0% | +19.2% | -23.2% | -7.1% |
| 6M | -10.3% | +60.4% | -70.7% | -17.6% |
| YTD | -53.2% | +51.5% | -104.6% | -56.5% |
| 1Y | -65.0% | +76.3% | -141.3% | -68.3% |
| 3Y | -43.9% | +200.7% | -244.6% | -52.7% |
| 5Y | -49.2% | +157.5% | -206.7% | -57.4% |
| 10Y | -9.2% | +262.0% | -271.2% | -17.6% |
| All | -9.2% | +264.2% | -273.3% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling