+164.4%
FLUT vs STLA
+189.9%
-25.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -1.1% | -4.5% | +3.4% | -0.6% |
| 30D | +7.7% | -3.9% | +11.6% | +8.0% |
| 3M | -12.2% | -20.2% | +8.0% | -10.4% |
| 6M | -17.6% | -42.2% | +24.6% | -13.6% |
| YTD | -62.0% | -59.3% | -2.7% | -59.1% |
| 1Y | -62.3% | -56.1% | -6.2% | -59.7% |
| 3Y | -52.0% | -73.7% | +21.7% | -47.2% |
| 5Y | -51.8% | -70.3% | +18.5% | -48.1% |
| 10Y | -26.3% | +23.1% | -49.4% | -20.7% |
| All | +164.4% | +189.9% | -25.5% | +184.8% |
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