+155.8%
STT vs FLR
+245.1%
-89.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | +1.0% | -3.1% | +4.1% | +1.7% |
| 30D | +2.8% | +4.9% | -2.1% | +1.4% |
| 3M | +18.1% | +10.8% | +7.3% | +13.9% |
| 6M | +59.2% | +19.7% | +39.6% | +48.9% |
| YTD | +51.5% | +38.4% | +13.1% | +35.9% |
| 1Y | +75.7% | +34.7% | +41.0% | +58.0% |
| 3Y | +200.8% | +56.7% | +144.1% | +140.4% |
| 5Y | +155.8% | +241.6% | -85.8% | +56.9% |
| All | +155.8% | +245.1% | -89.3% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling