+22.5%
STM vs FLR
+248.0%
-225.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | -7.4% | -0.7% | -6.7% | -7.3% |
| 3M | -30.6% | +14.3% | -45.0% | -34.0% |
| 6M | +66.4% | +25.6% | +40.8% | +52.7% |
| YTD | +101.1% | +42.9% | +58.3% | +76.7% |
| 1Y | +97.4% | +38.7% | +58.6% | +74.0% |
| 3Y | +21.1% | +61.8% | -40.6% | -5.4% |
| 5Y | +22.5% | +254.1% | -231.6% | -24.9% |
| All | +22.5% | +248.0% | -225.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling