+1,144.9%
STX vs FLR
+248.0%
+896.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.2% |
| 7D | +10.7% | +0.7% | +10.1% | +10.5% |
| 30D | +11.3% | -0.7% | +11.9% | +11.2% |
| 3M | +3.2% | +14.3% | -11.1% | -1.5% |
| 6M | +157.0% | +25.6% | +131.4% | +137.9% |
| YTD | +229.2% | +42.9% | +186.3% | +194.4% |
| 1Y | +381.8% | +38.7% | +343.1% | +333.0% |
| 3Y | +1,383.2% | +61.8% | +1,321.4% | +1,114.6% |
| 5Y | +1,144.9% | +254.1% | +890.8% | +728.7% |
| All | +1,144.9% | +248.0% | +896.9% | +728.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling