+1,972.8%
STX vs FLUT
-26.8%
+1,999.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | +14.6% | -0.7% | +15.3% | +14.7% |
| 30D | -26.0% | +9.3% | -35.2% | -26.5% |
| 3M | -42.6% | -17.5% | -25.1% | -42.0% |
| 6M | -35.3% | -14.6% | -20.7% | -35.3% |
| YTD | +92.5% | -62.3% | +154.7% | +109.1% |
| 1Y | +102.4% | -59.6% | +162.0% | +118.1% |
| 3Y | +673.8% | -45.3% | +719.1% | +711.0% |
| 5Y | +463.1% | -50.4% | +513.5% | +477.6% |
| All | +1,972.8% | -26.8% | +1,999.7% | +2,151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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