+1,383.2%
STX vs FLR
+60.4%
+1,322.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.2% |
| 7D | +10.7% | +0.7% | +10.1% | +10.4% |
| 30D | +11.3% | -0.7% | +11.9% | +11.2% |
| 3M | +3.2% | +14.3% | -11.1% | -2.1% |
| 6M | +157.0% | +25.6% | +131.4% | +135.2% |
| YTD | +229.2% | +42.9% | +186.3% | +190.2% |
| 1Y | +381.8% | +38.7% | +343.1% | +326.8% |
| 3Y | +1,383.2% | +61.8% | +1,321.4% | +1,096.4% |
| All | +1,383.2% | +60.4% | +1,322.8% | +1,096.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling