+1,331.1%
FLEX vs STLA
+189.9%
+1,141.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | -19.3% | -4.5% | -14.8% | -18.3% |
| 30D | -41.5% | -3.9% | -37.6% | -40.9% |
| 3M | -43.1% | -20.2% | -22.9% | -39.6% |
| 6M | -48.2% | -42.2% | -6.0% | -39.7% |
| YTD | +15.5% | -59.3% | +74.8% | +46.2% |
| 1Y | +10.2% | -56.1% | +66.3% | +36.1% |
| 3Y | +256.8% | -73.7% | +330.5% | +395.7% |
| 5Y | +408.2% | -70.3% | +478.5% | +567.4% |
| 10Y | +580.8% | +23.1% | +557.7% | +557.5% |
| All | +1,331.1% | +189.9% | +1,141.2% | +1,199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling