+443.6%
STX vs FLUT
-50.5%
+494.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | -28.5% | -1.1% | -27.4% | -28.5% |
| 30D | -42.9% | +7.7% | -50.6% | -43.6% |
| 3M | -45.9% | -12.2% | -33.8% | -45.4% |
| 6M | -41.3% | -17.6% | -23.7% | -41.2% |
| YTD | +67.9% | -62.0% | +129.9% | +95.3% |
| 1Y | +66.5% | -62.3% | +128.8% | +93.8% |
| 3Y | +588.0% | -52.0% | +639.9% | +650.2% |
| All | +443.6% | -50.5% | +494.2% | +447.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling