+366.2%
STX vs FLR
+33.3%
+332.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -0.5% |
| 7D | +9.6% | -3.1% | +12.7% | +11.2% |
| 30D | +10.6% | +4.9% | +5.7% | +7.7% |
| 3M | +4.8% | +10.8% | -6.0% | -1.4% |
| 6M | +137.3% | +19.7% | +117.6% | +111.1% |
| YTD | +222.5% | +38.4% | +184.1% | +168.4% |
| 1Y | +366.2% | +34.7% | +331.5% | +269.9% |
| All | +366.2% | +33.3% | +332.9% | +269.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling