+2,038.9%
STX vs FLR
+8.6%
+2,030.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +16.8% | +10.1% | +6.8% | +14.7% |
| 30D | -27.0% | -0.5% | -26.6% | -26.7% |
| 3M | -37.9% | -4.8% | -33.1% | -37.2% |
| 6M | -32.5% | +10.7% | -43.2% | -33.7% |
| YTD | +98.6% | +25.0% | +73.6% | +90.8% |
| 1Y | +93.6% | +8.3% | +85.3% | +90.7% |
| 3Y | +699.1% | +36.8% | +662.2% | +639.9% |
| 5Y | +481.0% | +121.8% | +359.2% | +393.4% |
| All | +2,038.9% | +8.6% | +2,030.4% | +2,174.3% |
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