+224.0%
FLUT vs STLA
+263.8%
-39.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -1.6% | +2.6% | -4.2% | -1.9% |
| 30D | +7.7% | -1.2% | +9.0% | +7.8% |
| 3M | -0.7% | -24.8% | +24.0% | +1.7% |
| 6M | -11.2% | -25.6% | +14.4% | -9.1% |
| YTD | -53.4% | -48.9% | -4.5% | -50.9% |
| 1Y | -65.8% | -38.8% | -27.0% | -64.5% |
| 3Y | -44.9% | -64.5% | +19.6% | -41.0% |
| 5Y | -49.7% | -62.4% | +12.7% | -47.0% |
| 10Y | -9.7% | +55.4% | -65.1% | -4.7% |
| All | +224.0% | +263.8% | -39.8% | +242.1% |
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 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