+1,907.8%
STX vs FLUT
-25.6%
+1,933.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -17.3% | -1.5% | -15.8% | -17.2% |
| 30D | -35.9% | +3.4% | -39.4% | -36.2% |
| 3M | -37.3% | -12.5% | -24.8% | -37.0% |
| 6M | -35.8% | -18.5% | -17.3% | -35.6% |
| YTD | +82.7% | -61.6% | +144.4% | +98.3% |
| 1Y | +71.6% | -64.1% | +135.7% | +87.6% |
| 3Y | +635.3% | -44.5% | +679.7% | +669.7% |
| 5Y | +483.8% | -51.3% | +535.0% | +498.0% |
| All | +1,907.8% | -25.6% | +1,933.4% | +2,075.8% |
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