-15.7%
STM vs FLUT
-50.5%
+34.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.5% | +6.0% | +4.8% |
| 7D | -10.7% | -1.1% | -9.7% | -10.6% |
| 30D | -25.7% | +7.7% | -33.5% | -27.5% |
| 3M | -21.6% | -12.2% | -9.4% | -20.1% |
| 6M | -27.8% | -17.6% | -10.2% | -26.7% |
| YTD | +61.8% | -62.0% | +123.8% | +107.9% |
| 1Y | +78.1% | -62.3% | +140.4% | +128.0% |
| 3Y | +4.9% | -52.0% | +56.9% | +20.4% |
| All | -15.7% | -50.5% | +34.8% | -12.6% |
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