+4.9%
STM vs FLUT
-52.0%
+56.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +6.0% | +4.6% |
| 7D | -10.7% | -1.1% | -9.7% | -10.7% |
| 30D | -25.7% | +7.7% | -33.5% | -26.9% |
| 3M | -21.6% | -12.2% | -9.4% | -20.4% |
| 6M | -27.8% | -17.6% | -10.2% | -27.2% |
| YTD | +61.8% | -62.0% | +123.8% | +105.6% |
| 1Y | +78.1% | -62.3% | +140.4% | +125.2% |
| 3Y | +4.9% | -52.0% | +56.9% | +22.4% |
| All | +4.9% | -52.0% | +56.9% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling