+11.7%
STM vs FLUT
-45.0%
+56.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | -7.9% | -1.5% | -6.4% | -7.7% |
| 30D | -14.1% | +3.4% | -17.6% | -14.8% |
| 3M | -17.6% | -12.5% | -5.1% | -16.3% |
| 6M | -24.2% | -18.5% | -5.8% | -23.2% |
| YTD | +73.3% | -61.6% | +134.9% | +121.3% |
| 1Y | +90.1% | -64.1% | +154.2% | +147.0% |
| All | +11.7% | -45.0% | +56.6% | +25.8% |
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