-65.0%
FLUT vs STLA
-64.2%
-0.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.1% | +2.0% | -3.3% |
| 7D | -1.2% | -13.1% | +11.9% | +0.7% |
| 30D | +5.0% | -13.3% | +18.3% | +7.0% |
| 3M | -16.4% | -27.9% | +11.4% | -13.2% |
| 6M | -14.6% | -47.8% | +33.3% | -9.3% |
| YTD | -61.9% | -64.6% | +2.7% | -57.1% |
| 1Y | -65.0% | -64.0% | -1.0% | -61.1% |
| All | -65.0% | -64.2% | -0.9% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling