+108.1%
STM vs FLR
+603.8%
-495.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.7% |
| 7D | +5.8% | +5.4% | +0.4% | +3.9% |
| 30D | -1.0% | +11.4% | -12.4% | -5.0% |
| 3M | -33.3% | +11.4% | -44.7% | -35.6% |
| 6M | +57.4% | +16.6% | +40.7% | +48.5% |
| YTD | +102.2% | +41.7% | +60.5% | +78.5% |
| 1Y | +99.6% | +35.4% | +64.2% | +77.8% |
| 3Y | +14.5% | +57.3% | -42.8% | -7.9% |
| 5Y | +21.4% | +241.0% | -219.6% | -28.1% |
| 10Y | +695.0% | +16.6% | +678.3% | +431.6% |
| All | +108.1% | +603.8% | -495.7% | -37.5% |
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 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