+92.7%
STX vs FLUT
-62.9%
+155.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.6% | +6.4% | +10.7% |
| 7D | -1.0% | +4.5% | -5.5% | -0.1% |
| 30D | -26.8% | +9.2% | -36.0% | -25.3% |
| 3M | -32.7% | -13.7% | -19.0% | -33.9% |
| 6M | -33.7% | -9.0% | -24.7% | -35.3% |
| YTD | +101.0% | -60.2% | +161.2% | +128.6% |
| 1Y | +92.7% | -63.1% | +155.8% | +125.5% |
| All | +92.7% | -62.9% | +155.6% | +125.5% |
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