+602.0%
STM vs FLUT
+2,054.3%
-1,452.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.1% |
| 7D | +5.8% | -1.6% | +7.4% | +5.9% |
| 30D | -1.0% | +7.7% | -8.8% | -1.8% |
| 3M | -33.3% | -0.7% | -32.5% | -33.6% |
| 6M | +57.4% | -11.2% | +68.5% | +57.8% |
| YTD | +102.2% | -53.4% | +155.6% | +115.0% |
| 1Y | +99.6% | -65.8% | +165.4% | +118.0% |
| 3Y | +14.5% | -44.9% | +59.4% | +19.4% |
| 5Y | +21.4% | -49.7% | +71.1% | +24.8% |
| 10Y | +695.0% | -9.7% | +704.7% | +697.2% |
| All | +602.0% | +2,054.3% | -1,452.3% | +591.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling