+16,011.1%
STX vs FLUT
+2,054.3%
+13,956.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.4% |
| 7D | +2.4% | -1.6% | +4.0% | +2.4% |
| 30D | +1.4% | +7.7% | -6.4% | +1.1% |
| 3M | -8.2% | -0.7% | -7.5% | -8.5% |
| 6M | +127.0% | -11.2% | +138.2% | +127.2% |
| YTD | +209.1% | -53.4% | +262.6% | +218.5% |
| 1Y | +365.4% | -65.8% | +431.2% | +386.0% |
| 3Y | +1,135.4% | -44.9% | +1,180.3% | +1,161.8% |
| 5Y | +991.5% | -49.7% | +1,041.2% | +1,003.6% |
| 10Y | +3,695.8% | -9.7% | +3,705.5% | +3,717.4% |
| All | +16,011.1% | +2,054.3% | +13,956.8% | +16,342.4% |
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