+10,374.7%
STX vs FLUT
+1,739.7%
+8,635.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.6% | +6.4% | +9.9% |
| 7D | -1.0% | +4.5% | -5.5% | -1.1% |
| 30D | -26.8% | +9.2% | -36.0% | -27.0% |
| 3M | -32.7% | -13.7% | -19.0% | -32.5% |
| 6M | -33.7% | -9.0% | -24.7% | -33.9% |
| YTD | +101.0% | -60.2% | +161.2% | +108.0% |
| 1Y | +92.7% | -63.1% | +155.8% | +100.1% |
| 3Y | +708.7% | -42.5% | +751.2% | +725.0% |
| 5Y | +504.0% | -47.6% | +551.6% | +512.4% |
| 10Y | +2,108.4% | -22.9% | +2,131.2% | +2,130.7% |
| All | +10,374.7% | +1,739.7% | +8,635.0% | +10,637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling