-4.6%
STM vs FLUT
-52.1%
+47.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +12.0% | -0.7% | +12.7% | +12.2% |
| 30D | -0.4% | +9.3% | -9.6% | -2.9% |
| 3M | -13.2% | -17.5% | +4.3% | -10.1% |
| 6M | -26.1% | -14.6% | -11.5% | -25.7% |
| YTD | +81.2% | -62.3% | +143.5% | +133.5% |
| 1Y | +98.3% | -59.6% | +157.9% | +149.6% |
| 3Y | +16.7% | -45.3% | +62.0% | +28.6% |
| All | -4.6% | -52.1% | +47.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling