+98.5%
FLEX vs STLA
-38.0%
+136.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | -0.9% | +2.6% | -3.5% | -1.5% |
| 30D | -10.1% | -1.2% | -8.9% | -9.9% |
| 3M | -31.3% | -24.8% | -6.6% | -25.7% |
| 6M | +71.3% | -25.6% | +96.8% | +83.8% |
| YTD | +81.2% | -48.9% | +130.2% | +103.1% |
| 1Y | +98.5% | -38.8% | +137.3% | +116.6% |
| All | +98.5% | -38.0% | +136.5% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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