-26.1%
FLUT vs STT
+211.9%
-237.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | -0.2% |
| 7D | -6.5% | +0.9% | -7.4% | -6.7% |
| 30D | +2.8% | -2.3% | +5.1% | +3.1% |
| 3M | -13.5% | -7.0% | -6.5% | -12.5% |
| 6M | -19.0% | +15.5% | -34.5% | -21.3% |
| YTD | -61.9% | +35.6% | -97.5% | -64.0% |
| 1Y | -63.2% | +47.9% | -111.1% | -65.7% |
| 3Y | -46.0% | +181.1% | -227.1% | -53.9% |
| 5Y | -51.8% | +108.2% | -160.0% | -58.8% |
| 10Y | -26.1% | +201.0% | -227.0% | -29.5% |
| All | -26.1% | +211.9% | -237.9% | -29.5% |
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