+9,509.3%
STX vs FLUT
+1,664.3%
+7,845.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.8% |
| 7D | -14.8% | -6.5% | -8.3% | -14.6% |
| 30D | -35.4% | +2.8% | -38.1% | -35.5% |
| 3M | -37.7% | -13.5% | -24.2% | -37.5% |
| 6M | -35.2% | -19.0% | -16.3% | -35.1% |
| YTD | +84.4% | -61.9% | +146.3% | +91.0% |
| 1Y | +82.3% | -63.2% | +145.5% | +89.1% |
| 3Y | +646.2% | -46.0% | +692.2% | +662.8% |
| 5Y | +487.4% | -51.8% | +539.2% | +496.5% |
| 10Y | +2,071.0% | -26.1% | +2,097.1% | +2,095.8% |
| All | +9,509.3% | +1,664.3% | +7,845.0% | +9,762.8% |
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