+657.6%
STM vs FLR
+18.9%
+638.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | -7.4% | -0.7% | -6.7% | -7.3% |
| 3M | -30.6% | +14.3% | -45.0% | -32.9% |
| 6M | +66.4% | +25.6% | +40.8% | +57.2% |
| YTD | +101.1% | +42.9% | +58.3% | +84.3% |
| 1Y | +97.4% | +38.7% | +58.6% | +81.4% |
| 3Y | +21.1% | +61.8% | -40.6% | +4.4% |
| 5Y | +22.5% | +254.1% | -231.6% | -11.9% |
| 10Y | +657.6% | +20.0% | +637.6% | +538.5% |
| All | +657.6% | +18.9% | +638.7% | +538.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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