+657.6%
STM vs FLUT
-9.2%
+666.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +5.2% | +3.8% | +1.4% | +4.5% |
| 30D | -7.4% | +6.3% | -13.7% | -8.7% |
| 3M | -30.6% | -4.0% | -26.6% | -30.9% |
| 6M | +66.4% | -10.3% | +76.7% | +67.0% |
| YTD | +101.1% | -53.2% | +154.3% | +129.9% |
| 1Y | +97.4% | -65.0% | +162.4% | +138.8% |
| 3Y | +21.1% | -43.9% | +65.0% | +31.5% |
| 5Y | +22.5% | -49.2% | +71.7% | +27.2% |
| 10Y | +657.6% | -9.2% | +666.8% | +699.3% |
| All | +657.6% | -9.2% | +666.8% | +699.3% |
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