+22.8%
FLEX vs STLA
-57.6%
+80.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.1% |
| 7D | -7.2% | -6.4% | -0.8% | -5.5% |
| 30D | -34.8% | -1.3% | -33.4% | -34.7% |
| 3M | -35.6% | -19.9% | -15.7% | -32.5% |
| 6M | -45.0% | -42.9% | -2.1% | -36.4% |
| YTD | +29.4% | -59.4% | +88.8% | +49.6% |
| All | +22.8% | -57.6% | +80.4% | +40.1% |
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 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