-10.4%
FLUT vs STLA
+46.8%
-57.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | +5.4% | -5.2% | +10.6% | +6.3% |
| 3M | -10.8% | -24.9% | +14.1% | -6.8% |
| 6M | -9.2% | -25.2% | +16.0% | -5.5% |
| YTD | -53.8% | -51.4% | -2.4% | -48.7% |
| 1Y | -66.0% | -40.7% | -25.3% | -63.7% |
| 3Y | -44.7% | -66.3% | +21.6% | -36.5% |
| 5Y | -50.6% | -63.2% | +12.7% | -45.4% |
| 10Y | -10.4% | +48.7% | -59.1% | +0.5% |
| All | -10.4% | +46.8% | -57.2% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling