+256.8%
FLEX vs STLA
-74.0%
+330.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | -19.3% | -4.5% | -14.8% | -18.2% |
| 30D | -41.5% | -3.9% | -37.6% | -40.9% |
| 3M | -43.1% | -20.2% | -22.9% | -39.3% |
| 6M | -48.2% | -42.2% | -6.0% | -38.4% |
| YTD | +15.5% | -59.3% | +74.8% | +49.9% |
| 1Y | +10.2% | -56.1% | +66.3% | +38.6% |
| 3Y | +256.8% | -73.7% | +330.5% | +380.1% |
| All | +256.8% | -74.0% | +330.8% | +380.1% |
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 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