+2,054.3%
FLUT vs STT
+792.7%
+1,261.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +7.7% | +3.9% | +3.9% | +7.4% |
| 3M | -0.7% | +20.0% | -20.7% | -2.1% |
| 6M | -11.2% | +55.3% | -66.5% | -14.1% |
| YTD | -53.4% | +53.3% | -106.8% | -54.9% |
| 1Y | -65.8% | +74.7% | -140.5% | -67.1% |
| 3Y | -44.9% | +205.8% | -250.8% | -49.0% |
| 5Y | -49.7% | +145.0% | -194.7% | -53.2% |
| 10Y | -9.7% | +266.0% | -275.7% | -17.3% |
| All | +2,054.3% | +792.7% | +1,261.5% | +1,848.6% |
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 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