+4.9%
STM vs FLR
+27.4%
-22.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.1% | +3.0% |
| 7D | -10.7% | -0.8% | -9.9% | -10.2% |
| 30D | -25.7% | -9.1% | -16.6% | -22.5% |
| 3M | -21.6% | -4.7% | -16.9% | -20.1% |
| 6M | -27.8% | -14.2% | -13.6% | -23.9% |
| YTD | +61.8% | +17.3% | +44.5% | +52.6% |
| 1Y | +78.1% | +4.3% | +73.8% | +74.3% |
| 3Y | +4.9% | +30.7% | -25.8% | -17.8% |
| All | +4.9% | +27.4% | -22.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling