+381.8%
STX vs FLUT
-66.0%
+447.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.6% |
| 7D | +10.7% | +3.8% | +6.9% | +11.4% |
| 30D | +11.3% | +6.3% | +5.0% | +12.6% |
| 3M | +3.2% | -4.0% | +7.3% | +3.9% |
| 6M | +157.0% | -10.3% | +167.3% | +160.6% |
| YTD | +229.2% | -53.2% | +282.4% | +277.4% |
| 1Y | +381.8% | -65.0% | +446.9% | +475.6% |
| All | +381.8% | -66.0% | +447.8% | +475.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling