+78.4%
STM vs FLR
+532.1%
-453.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -7.9% | +5.1% | -13.0% | -9.2% |
| 30D | -14.1% | -0.5% | -13.7% | -13.6% |
| 3M | -17.6% | -3.5% | -14.1% | -16.4% |
| 6M | -24.2% | +16.5% | -40.7% | -27.6% |
| YTD | +73.3% | +27.3% | +46.0% | +59.2% |
| 1Y | +90.1% | +10.6% | +79.5% | +82.7% |
| 3Y | +10.3% | +39.4% | -29.0% | -7.1% |
| 5Y | -5.7% | +126.4% | -132.1% | -35.2% |
| 10Y | +444.1% | +8.4% | +435.7% | +276.8% |
| All | +78.4% | +532.1% | -453.8% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling