+194.4%
STT vs FLR
+8.6%
+185.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | +5.1% | +10.1% | -5.0% | +2.7% |
| 30D | -0.2% | -0.5% | +0.2% | -0.2% |
| 3M | -8.1% | -4.8% | -3.3% | -7.4% |
| 6M | +16.6% | +10.7% | +5.9% | +12.3% |
| YTD | +37.8% | +25.0% | +12.9% | +27.7% |
| 1Y | +46.8% | +8.3% | +38.5% | +40.6% |
| 3Y | +181.2% | +36.8% | +144.3% | +143.4% |
| 5Y | +105.1% | +121.8% | -16.6% | +54.8% |
| All | +194.4% | +8.6% | +185.8% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling