+422.5%
STM vs FLR
+17.5%
+405.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.3% | -1.5% | +4.7% |
| 7D | -5.6% | +8.5% | -14.1% | -7.3% |
| 30D | -14.4% | -0.7% | -13.8% | -14.0% |
| 3M | -20.5% | -11.7% | -8.8% | -17.8% |
| 6M | -24.5% | +16.2% | -40.7% | -26.7% |
| YTD | +72.7% | +27.0% | +45.7% | +63.2% |
| 1Y | +91.0% | +10.1% | +80.9% | +86.4% |
| 3Y | +13.5% | +46.2% | -32.7% | +0.6% |
| 5Y | -9.2% | +121.4% | -130.6% | -27.6% |
| 10Y | +422.5% | +11.0% | +411.5% | +359.5% |
| All | +422.5% | +17.5% | +405.0% | +359.5% |
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