+1,658.1%
FLUT vs STT
+660.8%
+997.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -1.1% | -2.5% | +1.4% | -0.9% |
| 30D | +7.7% | -5.0% | +12.7% | +8.1% |
| 3M | -12.2% | -10.5% | -1.7% | -11.5% |
| 6M | -17.6% | +10.0% | -27.6% | -18.3% |
| YTD | -62.0% | +30.7% | -92.7% | -62.8% |
| 1Y | -62.3% | +43.8% | -106.0% | -63.3% |
| 3Y | -52.0% | +168.1% | -220.0% | -55.0% |
| 5Y | -51.8% | +101.4% | -153.2% | -54.5% |
| 10Y | -26.3% | +211.3% | -237.6% | -31.7% |
| All | +1,658.1% | +660.8% | +997.3% | +1,508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling