+21.0%
STM vs FLUT
-50.4%
+71.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | +5.8% | -1.6% | +7.4% | +6.2% |
| 30D | -1.0% | +7.7% | -8.8% | -3.3% |
| 3M | -33.3% | -0.7% | -32.5% | -34.3% |
| 6M | +57.4% | -11.2% | +68.5% | +58.6% |
| YTD | +102.2% | -53.4% | +155.6% | +147.8% |
| 1Y | +99.6% | -65.8% | +165.4% | +168.5% |
| 3Y | +14.5% | -44.9% | +59.4% | +28.1% |
| All | +21.0% | -50.4% | +71.3% | +21.0% |
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