+194.0%
STT vs FLR
+7.4%
+186.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | +4.8% | +5.4% | -0.6% | +3.5% |
| 30D | +3.9% | +2.8% | +1.1% | +3.1% |
| 3M | -8.2% | -6.4% | -1.8% | -7.1% |
| 6M | +15.6% | +8.8% | +6.8% | +11.8% |
| YTD | +37.6% | +23.6% | +14.0% | +27.9% |
| 1Y | +50.1% | +13.8% | +36.3% | +42.1% |
| 3Y | +183.1% | +36.5% | +146.6% | +145.2% |
| 5Y | +104.8% | +119.3% | -14.5% | +55.0% |
| All | +194.0% | +7.4% | +186.6% | +133.2% |
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