+303.1%
FLEX vs STLA
-75.4%
+378.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +5.0% |
| 7D | +2.2% | -11.6% | +13.9% | +6.7% |
| 30D | -32.6% | -6.2% | -26.5% | -31.3% |
| 3M | -35.5% | -24.6% | -10.9% | -29.8% |
| 6M | -45.6% | -44.9% | -0.7% | -34.3% |
| YTD | +30.7% | -62.3% | +93.0% | +73.9% |
| 1Y | +28.4% | -61.8% | +90.2% | +69.7% |
| All | +303.1% | -75.4% | +378.4% | +461.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling