+89.4%
STM vs FLUT
-63.7%
+153.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.8% |
| 7D | -5.6% | -6.5% | +0.9% | -6.2% |
| 30D | -14.4% | +2.8% | -17.2% | -14.1% |
| 3M | -20.5% | -13.5% | -7.0% | -20.7% |
| 6M | -24.5% | -19.0% | -5.5% | -25.1% |
| YTD | +72.7% | -61.9% | +134.6% | +94.9% |
| All | +89.4% | -63.7% | +153.1% | +116.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling