+77.1%
STT vs FLR
+30.6%
+46.5%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | -1.4% | -6.9% | +5.5% | -0.2% |
| 30D | +2.2% | +1.1% | +1.0% | +1.9% |
| 3M | +18.8% | +14.3% | +4.5% | +14.8% |
| 6M | +57.9% | +19.1% | +38.8% | +49.0% |
| YTD | +51.0% | +35.1% | +15.9% | +37.9% |
| 1Y | +77.1% | +29.5% | +47.7% | +66.8% |
| All | +77.1% | +30.6% | +46.5% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling