+398.4%
STT vs FLR
+603.8%
-205.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.9% |
| 7D | +0.5% | +5.4% | -4.9% | -1.4% |
| 30D | +3.9% | +11.4% | -7.5% | -0.9% |
| 3M | +20.0% | +11.4% | +8.5% | +13.8% |
| 6M | +55.3% | +16.6% | +38.7% | +43.2% |
| YTD | +53.3% | +41.7% | +11.6% | +31.8% |
| 1Y | +74.7% | +35.4% | +39.3% | +51.3% |
| 3Y | +205.8% | +57.3% | +148.5% | +134.6% |
| 5Y | +145.0% | +241.0% | -96.0% | +35.8% |
| 10Y | +266.0% | +16.6% | +249.4% | +132.8% |
| All | +398.4% | +603.8% | -205.4% | +99.7% |
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