+200.7%
STT vs FLR
+60.4%
+140.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +3.9% | -0.7% | +4.6% | +3.8% |
| 3M | +19.2% | +14.3% | +4.8% | +14.8% |
| 6M | +60.4% | +25.6% | +34.8% | +49.9% |
| YTD | +51.5% | +42.9% | +8.6% | +37.1% |
| 1Y | +76.3% | +38.7% | +37.5% | +60.0% |
| 3Y | +200.7% | +61.8% | +139.0% | +137.4% |
| All | +200.7% | +60.4% | +140.4% | +137.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling