+16,011.1%
STX vs FLR
+449.0%
+15,562.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.7% | +7.0% |
| 7D | +2.4% | +5.4% | -3.1% | +0.7% |
| 30D | +1.4% | +11.4% | -10.0% | -2.7% |
| 3M | -8.2% | +11.4% | -19.6% | -11.3% |
| 6M | +127.0% | +16.6% | +110.4% | +115.8% |
| YTD | +209.1% | +41.7% | +167.4% | +178.2% |
| 1Y | +365.4% | +35.4% | +330.0% | +323.0% |
| 3Y | +1,135.4% | +57.3% | +1,078.1% | +929.3% |
| 5Y | +991.5% | +241.0% | +750.5% | +602.8% |
| 10Y | +3,695.8% | +16.6% | +3,679.2% | +2,726.6% |
| All | +16,011.1% | +449.0% | +15,562.1% | +6,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling