+342.6%
STT vs FLR
+532.1%
-189.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.1% | +5.1% | -4.0% | -0.6% |
| 30D | -1.9% | -0.5% | -1.4% | -2.0% |
| 3M | -7.6% | -3.5% | -4.1% | -7.1% |
| 6M | +16.0% | +16.5% | -0.5% | +7.7% |
| YTD | +36.2% | +27.3% | +8.9% | +20.8% |
| 1Y | +46.8% | +10.6% | +36.1% | +36.4% |
| 3Y | +177.8% | +39.4% | +138.4% | +121.9% |
| 5Y | +105.8% | +126.4% | -20.6% | +32.5% |
| 10Y | +197.6% | +8.4% | +189.2% | +94.3% |
| All | +342.6% | +532.1% | -189.5% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling