-68.5%
FLNC vs STLA
-63.7%
-4.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.1% | +9.7% | +8.6% |
| 7D | +6.0% | +0.7% | +5.2% | +5.0% |
| 30D | -16.3% | -2.4% | -14.0% | -15.6% |
| 3M | -54.1% | -23.9% | -30.3% | -45.4% |
| 6M | -25.3% | -24.6% | -0.7% | -12.0% |
| YTD | -44.2% | -50.5% | +6.3% | -14.3% |
| 1Y | +53.1% | -39.8% | +93.0% | +97.8% |
| 3Y | -58.3% | -65.6% | +7.3% | -22.2% |
| All | -68.5% | -63.7% | -4.8% | -55.9% |
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 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