+663.2%
FLEX vs STLA
-62.4%
+725.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | -0.9% | +2.6% | -3.5% | -1.9% |
| 30D | -10.1% | -1.2% | -8.9% | -10.2% |
| 3M | -31.3% | -24.8% | -6.6% | -23.9% |
| 6M | +71.3% | -25.6% | +96.8% | +90.9% |
| YTD | +81.2% | -48.9% | +130.2% | +126.4% |
| 1Y | +98.5% | -38.8% | +137.3% | +126.6% |
| 3Y | +428.2% | -64.5% | +492.8% | +613.6% |
| All | +663.2% | -62.4% | +725.6% | +842.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling