-22.9%
FLUT vs STT
+203.9%
-226.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.4% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +9.2% | -0.4% | +9.6% | +9.2% |
| 3M | -13.7% | -6.5% | -7.2% | -12.8% |
| 6M | -9.0% | +17.2% | -26.2% | -11.9% |
| YTD | -60.2% | +38.2% | -98.5% | -62.6% |
| 1Y | -63.1% | +49.3% | -112.4% | -65.7% |
| 3Y | -42.5% | +181.9% | -224.4% | -51.0% |
| 5Y | -47.6% | +106.9% | -154.5% | -55.4% |
| 10Y | -22.9% | +203.1% | -226.0% | -27.0% |
| All | -22.9% | +203.9% | -226.8% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling