-71.6%
FLNC vs STLA
-63.6%
-8.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.0% |
| 7D | -4.1% | -2.9% | -1.2% | -2.3% |
| 30D | -24.8% | +0.9% | -25.7% | -25.5% |
| 3M | -59.1% | -21.6% | -37.5% | -52.3% |
| 6M | -42.0% | -21.6% | -20.3% | -33.1% |
| YTD | -49.8% | -50.4% | +0.6% | -22.9% |
| 1Y | +43.1% | -43.6% | +86.7% | +94.9% |
| 3Y | -61.0% | -66.4% | +5.5% | -25.3% |
| All | -71.6% | -63.6% | -8.0% | -60.4% |
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