-45.3%
FLUT vs STLA
-77.1%
+31.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -0.7% | -13.8% | +13.1% | +2.1% |
| 30D | +9.3% | -10.5% | +19.8% | +11.3% |
| 3M | -17.5% | -28.9% | +11.4% | -12.4% |
| 6M | -14.6% | -49.7% | +35.1% | -4.0% |
| YTD | -62.3% | -64.9% | +2.6% | -54.8% |
| 1Y | -59.6% | -64.0% | +4.4% | -52.1% |
| 3Y | -45.3% | -77.4% | +32.1% | -36.7% |
| All | -45.3% | -77.1% | +31.8% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling