+98.3%
STM vs FLR
+8.4%
+89.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | +12.0% | +5.4% | +6.6% | +8.5% |
| 30D | -0.4% | +2.8% | -3.2% | -1.6% |
| 3M | -13.2% | -6.4% | -6.8% | -10.0% |
| 6M | -26.1% | +8.8% | -34.8% | -28.5% |
| YTD | +81.2% | +23.6% | +57.6% | +56.7% |
| 1Y | +98.3% | +13.8% | +84.5% | +78.6% |
| All | +98.3% | +8.4% | +89.9% | +78.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling