+3,621.5%
STX vs FLR
+17.1%
+3,604.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.4% |
| 7D | +9.6% | -3.1% | +12.7% | +10.2% |
| 30D | +10.6% | +4.9% | +5.7% | +9.5% |
| 3M | +4.8% | +10.8% | -6.0% | +2.6% |
| 6M | +137.3% | +19.7% | +117.6% | +128.7% |
| YTD | +222.5% | +38.4% | +184.1% | +203.4% |
| 1Y | +366.2% | +34.7% | +331.5% | +340.1% |
| 3Y | +1,352.9% | +56.7% | +1,296.2% | +1,208.7% |
| 5Y | +1,077.4% | +241.6% | +835.8% | +833.0% |
| 10Y | +3,621.5% | +20.2% | +3,601.3% | +3,515.9% |
| All | +3,621.5% | +17.1% | +3,604.4% | +3,515.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling