+422.5%
STM vs FLUT
-26.1%
+448.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.7% |
| 7D | -5.6% | -6.5% | +0.9% | -4.6% |
| 30D | -14.4% | +2.8% | -17.2% | -15.1% |
| 3M | -20.5% | -13.5% | -7.0% | -19.1% |
| 6M | -24.5% | -19.0% | -5.5% | -23.3% |
| YTD | +72.7% | -61.9% | +134.6% | +103.5% |
| 1Y | +91.0% | -63.2% | +154.3% | +126.1% |
| 3Y | +13.5% | -46.0% | +59.5% | +23.8% |
| 5Y | -9.2% | -51.8% | +42.6% | -3.8% |
| 10Y | +422.5% | -26.1% | +448.6% | +470.0% |
| All | +422.5% | -26.1% | +448.6% | +470.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling