+626.9%
FLEX vs STLA
+12.4%
+614.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +1.0% | -1.1% |
| 7D | -13.6% | -4.9% | -8.7% | -11.8% |
| 30D | -36.5% | -4.9% | -31.6% | -35.3% |
| 3M | -36.4% | -23.7% | -12.8% | -29.7% |
| 6M | -46.5% | -45.0% | -1.5% | -32.4% |
| YTD | +25.9% | -60.9% | +86.8% | +78.4% |
| 1Y | +19.6% | -58.9% | +78.4% | +65.2% |
| 3Y | +287.0% | -74.4% | +361.5% | +523.1% |
| 5Y | +466.6% | -71.5% | +538.1% | +731.0% |
| 10Y | +626.9% | +5.3% | +621.7% | +633.1% |
| All | +626.9% | +12.4% | +614.6% | +633.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling