+25.5%
FLEX vs STLA
-61.8%
+87.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +4.8% |
| 7D | +2.2% | -11.6% | +13.9% | +5.9% |
| 30D | -32.6% | -6.2% | -26.5% | -31.6% |
| 3M | -35.5% | -24.6% | -10.9% | -31.1% |
| 6M | -45.6% | -44.9% | -0.7% | -36.1% |
| YTD | +30.7% | -62.3% | +93.0% | +56.5% |
| All | +25.5% | -61.8% | +87.3% | +48.8% |
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