-65.0%
FLUT vs STLA
-40.1%
-24.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.9% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | +6.3% | -2.4% | +8.6% | +6.3% |
| 3M | -4.0% | -23.9% | +19.8% | -1.9% |
| 6M | -10.3% | -24.6% | +14.3% | -8.7% |
| YTD | -53.2% | -50.5% | -2.7% | -49.7% |
| 1Y | -65.0% | -39.8% | -25.2% | -63.9% |
| All | -65.0% | -40.1% | -24.9% | -63.9% |
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 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