+264.3%
STT vs FLR
+19.7%
+244.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -0.4% | -3.5% | +3.0% | +0.4% |
| 30D | +1.7% | +4.2% | -2.4% | +0.6% |
| 3M | +17.9% | +8.1% | +9.8% | +14.7% |
| 6M | +55.3% | +21.5% | +33.8% | +45.6% |
| YTD | +52.7% | +36.8% | +15.9% | +38.9% |
| 1Y | +75.7% | +31.2% | +44.4% | +60.7% |
| 3Y | +197.9% | +53.9% | +144.0% | +151.0% |
| 5Y | +158.8% | +243.0% | -84.3% | +76.3% |
| All | +264.3% | +19.7% | +244.5% | +176.3% |
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